The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model
| Year of publication: |
2009
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|---|---|
| Authors: | Marshall, Andrew ; Maulana, Tubagus ; Tang, Leilei |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 18.2009, 5, p. 250-260
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