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~type_genre:"Working Paper"
~type:"book"
~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Financial contagion, spillovers, and causality in the Markov switching framework
Białkowski, Je̜drzej
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Serwa, Dobromił
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2004
Persistent link: https://www.econbiz.de/10002176971
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Modelling returns on stock indices for Western and Central European stock exchanges : a Markov switching approach
Białkowski, Je̜drzej
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2003
Persistent link: https://www.econbiz.de/10001768500
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Instability in long run relationships : evidence from the Central European emerging stock markets
Voronkova, Svitlana
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2003
Persistent link: https://www.econbiz.de/10001776254
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A sequential method for the evaluation of the VaR model based on the run between exceedancers
Mihailescu, Laurenţiu
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2003
Persistent link: https://www.econbiz.de/10001762989
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