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HARVARD Citation
Gabauer, D. (2020). Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. Journal of forecasting. pp. 788-796. [Online].
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Gabauer, D. (2020). Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. Journal of forecasting. pp. 788-796. [Online].