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person:"Sercu, Piet"
~isPartOf:"The journal of futures markets"
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Sercu, Piet
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The journal of futures markets
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Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
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