Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure

  • Victor Pontines, Reza Y. Siregar
  • Published 2010
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@inproceedings{Pontines2010TranquilAC, title={Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure}, author={Victor Pontines and Reza Y. Siregar}, year={2010} }