The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects
| Year of publication: |
2009
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|---|---|
| Authors: | Ané, Thierry ; Métais, Carole |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 18.2009, 3, p. 134
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