Volatility Spillovers and Heavy Tails: A Large T-Vector...

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Volatility Spillovers and Heavy Tails: A Large T-Vector Autoregressive Approach

Barbaglia, Luca, Croux, Christophe, Wilms, Ines
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3068730
File:
PDF, 461 KB
english, 2017
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