Browsing by Subject Volatility feedback
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Issue Date | Title | Author(s) |
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2010 | Negative volatility spillovers in the unrestricted ECCC-GARCH model | Conrad, C; Karanasos, M |
Issue Date | Title | Author(s) |
---|---|---|
2010 | Negative volatility spillovers in the unrestricted ECCC-GARCH model | Conrad, C; Karanasos, M |