Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Theoretical Economics Letters
سال: 2019
ISSN: 2162-2078,2162-2086
DOI: 10.4236/tel.2019.91008