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~person:"Sehgal, Sanjay"
~subject:"Multivariate GARCH"
~subject:"Volatilität"
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Multivariate GARCH
Volatilität
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Price discovery
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Sehgal, Sanjay
Chang, Chia-Lin
13
Teräsvirta, Timo
13
Guesmi, Khaled
12
McAleer, Michael
12
Manera, Matteo
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Haas, Markus
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Tansuchat, Roengchai
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Engle, Robert F.
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González-Serrano, Lydia
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Hammami, Yacine
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Hammoudeh, Shawkat
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Herwartz, Helmut
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An examination of return and volatility spillovers between mature equity markets
Jain, Payal
;
Sehgal, Sanjay
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 180-210
Persistent link: https://www.econbiz.de/10012171021
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2
Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination
Sehgal, Sanjay
;
Jain, Payal
;
Deisting, Florent
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 185-225
Persistent link: https://www.econbiz.de/10012418335
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3
Information linkages among emerging equity markets : an empirical study
Sehgal, Sanjay
;
Jain, Payal
- In:
Decision
44
(
2017
)
1
,
pp. 15-38
Persistent link: https://www.econbiz.de/10011703060
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