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Testing for causality in variance an application to the east Asian markets

Caporale, Guglielimo Maria et al.

Testing for causality in variance an application to the east Asian markets J5270 2002 - 2002 - 215-245 V. 7 Issue. 3

Subjects--Topical Terms:
Finance and Economics

Subjects--Index Terms: Causality;GARCH BEKK representation;Exchange rate;Stock price;Volatility;

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