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Volatility
Spillovers
from the US to Australia and China across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, R.J.
;
Singh, A.K.
-
Tinbergen Instituut
-
2013
-mean equation to model the conditional mean in the Australian markets plus an ARMA model to capture
volatility
spillovers
from the …
Persistent link: https://www.econbiz.de/10011255545
Saved in:
2
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
Tinbergen Instituut
-
2013
,
volatility
spillovers
from the Chinese stock market to economic neighbours, a detailed comparison of Value-at-Risk estimates, the …
Persistent link: https://www.econbiz.de/10011256696
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