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"Bootstrapping volatility spillover index."

Ji-Eun Choi, Dong Wan Shin (2020)

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DOI: 10.1080/03610918.2018.1476696

access: closed

type: Journal Article

metadata version: 2020-05-10

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Ji-Eun Choi, Dong Wan Shin:
Bootstrapping volatility spillover index. Commun. Stat. Simul. Comput. 49(1): 66-78 (2020)

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