Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets
Published 2022 View Full Article
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Title
Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets
Authors
Keywords
-
Journal
JOURNAL OF FUTURES MARKETS
Volume -, Issue -, Pages -
Publisher
Wiley
Online
2022-02-05
DOI
10.1002/fut.22312
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