Volatility spillovers, interdependence and comovements: a Markov switching approach (Q1023631)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility spillovers, interdependence and comovements: a Markov switching approach |
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Volatility spillovers, interdependence and comovements: a Markov switching approach (English)
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12 June 2009
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Markov switching
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multiple chains
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volatility
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spillover effect
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comovements
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