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Results for Contagion effects
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, M.
,
Yfanti, S.
&
Karoglou, M.
,
05/2016
,
In:
International Review of Financial Analysis.
45
,
p. 332-349
18 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review