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Academic Journal

Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?

Subjects: financial crisis; structural breaks; AG-DCC-GARCH

  • Source: ISSN: 1545-2921 ; Economics Bulletin ; https://shs.hal.science/halshs-01184072 ; Economics Bulletin, 2015, 35 (4), pp.2110-2125.

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  • 1-1 ل  1 نتائج ل ""DCC-GARCH model""