Spillovers and Co-movements in Multivariate Volatility: A Vector Multiplicative Error Model

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Détails bibliographiques
Auteurs principaux:	Otranto, Edoardo, Domianello, Luca Scaffidi
Format:	Preprint
Publié:	2026
Sujets:	Applications
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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