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European equity market integration and joint relationship of conditional volatility and correlations / Nader Virk, Farrukh Javed
Journal of International Money and Finance, Volume: 71, Pages: 53 - 77
Swansea University Author: Nader Virk
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European equity market integration and joint relationship of conditional volatility and correlations
|Published in:||Journal of International Money and Finance|
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Author accepted mansucript available at https://pearl.plymouth.ac.uk/handle/10026.1/6751
Correlation; DCC-MIDAS; GARCH; Volatility
School of Management