A Research on Volatility Spillover Effect between Real Estate Industry Index and other Related Industries Based on MGARCH-BEKK/DCC Model
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Physics: Conference Series
سال: 2020
ISSN: 1742-6588,1742-6596
DOI: 10.1088/1742-6596/1549/4/042050