Πλοήγηση ανά Θέμα / Λέξη-Κλειδί "Investment analysis -- Econometric models"
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Spillover of tail risk : an application to major european and US stock indices
(2007-07-05)International financial crises occurred during the past two decades have turned academic researcher’s attention to financial spillovers. Previous studies have dealt with and eventually detected return and volatility ...