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Journal: Int. J. Financial Stud., 2021
Volume: 9
Number: 70
Article:
A Transmission of Beta Herding during Subprime Crisis in Taiwan’s Market: DCC-MIDAS Approach
Authors:
by
Yi-Chang Chen, Hung-Che Wu, Yuanyuan Zhang and Shih-Ming Kuo
Link:
https://www.mdpi.com/2227-7072/9/4/70
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