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Stock Market Integration: DCC MV-
GARCH
Model
Baumöhl, Eduard
;
Farkašovská, Mária
;
Výrost, Tomáš
- In:
Politická ekonomie
2010
(
2010
)
4
,
pp. 488-503
the DCC MV-
GARCH
approach. It is shown that the dynamic conditional correlations exhibit statistically significant growth …
Persistent link: https://www.econbiz.de/10008564639
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