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Economic Systems 2019 / 9

Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas

Gomez-Gonzalez, Jose E., Rojas-Espinosa, Wilmer
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Language:
english
Journal:
Economic Systems
DOI:
10.1016/j.ecosys.2019.100717
Date:
September, 2019
File:
PDF, 4.39 MB
english, 2019
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