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~subject:"VAR model"
~person:"Cipollini, Andrea"
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VAR model
Analysis of variance
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Cipollini, Andrea
Baumeister, Christiane
9
Hamilton, James D.
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Pesaran, M. Hashem
8
Smith, L. Vanessa
7
Smith, Ron
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Yılmaz, Kamil
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Hecq, Alain W. J.
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Palm, Franz C.
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Roma, Moreno
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Shin, Yongcheol
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Urbain, Jean-Pierre
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Vetlov, Igor
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Vuolteenaho, Tuomo
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Energy economics
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International review of financial analysis
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How do normalization schemes affect net spillovers? : a replication of the Diebold and Yilmaz (2012) study
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
Energy economics
84
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012183350
Saved in:
2
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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