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~isPartOf:"Journal of banking & finance"
~language:"eng"
~subject:"Volatility"
~type_genre:"Conference paper"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?
Jung, Robert
;
Maderitsch, Robert
- In:
Journal of banking & finance
47
(
2014
),
pp. 331-342
Persistent link: https://www.econbiz.de/10010506950
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