European equity market integration and joint relationship of conditional volatility and correlations

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Date
2016-11-14
Author
Virk, Nader cc
Javed, F
Subject
Correlation
 
DCC-MIDAS
 
GARCH
 
Volatility
 

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URI
http://hdl.handle.net/10026.1/6751
DOI
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Publisher
Elsevier BV
Journal
Journal of International Money and Finance
Volume
71
Pagination
53-77
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