Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure
| Year of publication: |
2009
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|---|---|
| Authors: | Pontines, Victor ; Siregar, Reza |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 19.2009, 7-9, p. 745-752
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