A Research on Volatility Spillover Effect between Real...

A Research on Volatility Spillover Effect between Real Estate Industry Index and other Related Industries Based on MGARCH-BEKK/DCC Model

Xiao, Jie, Ni, Zhongxin
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Volume:
1549
Journal:
Journal of Physics: Conference Series
DOI:
10.1088/1742-6596/1549/4/042050
Date:
June, 2020
File:
PDF, 972 KB
2020
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