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Subject
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ARCH model 1 ARCH-Modell 1 Estimation 1 Financial crisis 1 Finanzkrise 1 Schätzung 1 South Korea 1 Spillover effect 1 Spillover-Effekt 1 Südkorea 1 VAR-GJR-GARCH-BEKK model 1 Volatility 1 Volatilität 1 cointegration 1 financial crisis 1 stock-oriented approach 1 volatility asymmetry 1 volatility spillover 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Kang, Sang Hoon 1 Yoon, Seong-min 1
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Korea and the world economy 1
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ECONIS (ZBW) 1
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Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 14 (2013) 1, pp. 121-145
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