Volatility Spillovers in East Asian Financial Markets: A...

Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach

Engle, Robert F., Gallo, Giampiero M., Velucchi, Margherita
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Volume:
94
Language:
english
Journal:
Review of Economics and Statistics
DOI:
10.1162/REST_a_00167
Date:
February, 2012
File:
PDF, 1000 KB
english, 2012
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