Financial Contagion: Detecting Non‐Simultaneous Breaks in DCC ‐ GARCH Models

Fuente: Wiley Open Access

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Bibliographic Details
Main Author:	Farah Mugrabi
Format:	Artículo Open Access
Published:	Wiley 2025
Subjects:	International Journal of Finance & Economics
Online Access:	Acceder al recurso
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