Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach
| Year of publication: |
2012
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|---|---|
| Authors: | Engle, Robert F. ; Gallo, Giampiero M. ; Velucchi, Margherita |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 94.2012, 1 (1.2.), p. 222-224
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