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~language:"eng"
~person:"Chen, Jinghui"
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Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
process. The paper also checks the hypothesis of frictionless
cross-market
hedging, which implies perfectly correlated …
Persistent link: https://www.econbiz.de/10011451526
Saved in:
2
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised: February 2016
process. The paper also checks the hypothesis of frictionless
cross-market
hedging, which implies perfectly correlated …
Persistent link: https://www.econbiz.de/10011441709
Saved in:
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