Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations (Q2486212)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations |
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Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations (English)
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5 August 2005
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Atmospheric carbon dioxide concentration
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Multivariate conditional volatility models
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Spillovers
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Asymmetry
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Shocks
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