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scientific article; zbMATH DE number 6180013
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scientific article; zbMATH DE number 6180013

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    author
    Farrukh Javed
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    Panagiotis Mantalos
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    publication date
    24 June 2013
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    Mathematics Subject Classification ID
    62J02
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    65C05
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    65C60
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    zbMATH DE Number
    6180013
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    zbMATH Keywords
    GARCH
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    leverage
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    spillover
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    volatility
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