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~isPartOf:"Applied economics"
~person:"Rotta, Pedro Nielsen"
~subject:"Correlation"
~subject:"Volatilität"
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Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
Rotta, Pedro Nielsen
;
Pereira, Pedro L. Valls
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
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