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Exponential Spatiotemporal GARCH Model with Asymmetric Volatility Spillovers

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chrisko, Ariane Nidelle Meli, Otto, Philipp, Schmid, Wolfgang
Format:	Preprint
Published:	2025
Subjects:	Applications 62M10, 62H11, 62P05
Online Access:	Acceder al recurso
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