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A Variance Spillover Analysis Without Covariances: What Do...

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A Variance Spillover Analysis Without Covariances: What Do We Miss?

Fengler, Matthias R., Gisler, Katja I. M.
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2430165
File:
PDF, 924 KB
english, 2014
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