A nonlinear model of asset returns with multiple shocks (Q2697021)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonlinear model of asset returns with multiple shocks |
scientific article |
Statements
A nonlinear model of asset returns with multiple shocks (English)
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17 April 2023
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multivariate mean impact surface
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shock spillovers
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testing
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