[51-6] Volatility Spillovers Among the Three Places Across the Taiwan Strait: Evidence from a BEKK-CARR Approach
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게시일 :
2023-06-09
Wu, C.C. and Xu, W. (2022), Volatility Spillovers Among the Three Places Across the Taiwan Strait: Evidence from a BEKK-CARR Approach*. Asia Pac J Financ Stud, 51: 896-913. https://doi.org/10.1111/ajfs.12405