Capturing the Spillover Effect With Multiplicative Error Models (Q2794787)
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scientific article; zbMATH DE number 6554463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capturing the Spillover Effect With Multiplicative Error Models |
scientific article; zbMATH DE number 6554463 |
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Capturing the Spillover Effect With Multiplicative Error Models (English)
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11 March 2016
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asymmetric effect
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inertial component
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proper volatility
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transmitted volatility
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