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Journal: J. Risk Financial Manag., 2020
Volume: 13
Number: 84
Article:
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
Authors:
by
Nikolaos Antonakakis, Ioannis Chatziantoniou and David Gabauer
Link:
https://www.mdpi.com/1911-8074/13/4/84
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