Volatility transmission patterns and terrorist attacks (Q3645205)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility transmission patterns and terrorist attacks |
scientific article |
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Volatility transmission patterns and terrorist attacks (English)
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16 November 2009
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volatility modelling
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international finance
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international asset pricing
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GARCH models
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multivariate volatility
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risk management
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