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Estimating and predicting multivariate volatility thresholds in global stock markets
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Estimating and predicting multivariate volatility thresholds in global stock markets
Journal
Journal of Applied Econometrics
ISSN
0883-7252
ISSN-Digital
1099-1255
Type
journal article
Date Issued
2006-04
Author(s)
Audrino, Francesco
Trojani, Fabio
DOI
10.1002/jae.869
Language
English
HSG Classification
not classified
Refereed
Yes
Publisher
JSTOR
Publisher place
Chichester
Volume
21
Number
3
Start page
345
End page
369
Pages
25
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/83052
Subject(s)
economics
Division(s)
SEPS - School of Econ...
s/bf - Swiss Institut...
MS - Faculty of Mathe...
Eprints ID
32653