A practical multivariate approach to testing volatility spillover
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Publication:6094458
DOI10.1016/j.jedc.2023.104694OpenAlexW4380792843MaRDI QIDQ6094458
Soon Heng Leong, Giovanni Urga
Publication date: 14 September 2023
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104694
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