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Soriano, Pilar's
Scholarly Papers
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Total Downloads
863 |
Total
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1.
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Volatility Transmission Models: A Survey
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Soriano, Pilar University of Valencia - Department of Financial Economics Climent, Francisco J. University of Valencia - Department of Financial Economics
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Posted:
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11 Mar 05
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Last Revised:
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20 Sep 06
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Soriano, Pilar University of Valencia - Department of Financial Economics Climent, Francisco J. University of Valencia - Department of Financial Economics
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Volatility transmission, GARCH, Regime Switching, Stochastic Volatility
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Soriano, Pilar University of Valencia - Department of Financial Economics Climent, Francisco J. University of Valencia - Department of Financial Economics
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Volatility transmission, GARCH, Regime Switching, Stochastic Volatility
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Chuliá, Helena University of Barcelona - Faculty of Economic Science and Business Studies Climent, Francisco J. University of Valencia - Department of Financial Economics Soriano, Pilar University of Valencia - Department of Financial Economics Torró, Hipòlit University of Valencia
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Soriano, Pilar University of Valencia - Department of Financial Economics Climent, Francisco J. University of Valencia - Department of Financial Economics
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Portfolio Management, Equity Strategies, Asset Allocation
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