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Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers
Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers
Fuente:
Wiley Open Access
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Bibliographic Details
Main Author:
Yongdeng Xu
Format:
Artículo Open Access
Published:
Wiley
2024
Subjects:
Journal of Forecasting
Online Access:
Acceder al recurso
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