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subject:"Deutschland"
~isPartOf:"Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias
;
Herwartz, Helmut
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2015
Persistent link: https://www.econbiz.de/10011717132
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