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Publikováno v:
The European Journal of Comparative Economics, Vol 13, Iss 1, Pp 67-69 (2016)
The aim of this paper is to investigate the interaction between G7 stock markets and oil prices during the period 1998-2013. We employ a multivariate approach based on c-DCC-FIAPARCH framework that incorporates the features of asymmetries, persistenc
Externí odkaz:
https://doaj.org/article/79477111403d49e9b46070b3476f8679