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Modeling international stock market contagion using multivariate fractionally integrated APARCH approach
Mighri, Zouheir, Mansouri, Faysal, McMillan, DavidVolume:
2
Language:
english
Journal:
Cogent Economics & Finance
DOI:
10.1080/23322039.2014.963632
Date:
December, 2014
File:
PDF, 839 KB
english, 2014