Testing the Hypothesis of Contagion Using Multivariate Volatility Models
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Brazilian Review of Econometrics
سال: 2008
ISSN: 1980-2447
DOI: 10.12660/bre.v28n22008.1511