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Journal: J. Risk Financial Manag., 2022
Volume: 15
Number: 116
Article:
A Study of the Machine Learning Approach and the MGARCH-BEKK Model in Volatility Transmission
Authors:
by
Prashant Joshi, Jinghua Wang and Michael Busler
Link:
https://www.mdpi.com/1911-8074/15/3/116
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