Markov-switching correlation models for contagion analysis in commodity and stock markets

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Markov-switching correlation models for contagion analysis in commodity and stock markets

Dridi, Mohamed Azzeddine <1985>
Use this identifier to cite or link to this document: http://hdl.handle.net/10579/4833
Publisher: Università Ca' Foscari Venezia
Date: 2014-06-17
Copyright: © Mohamed Azzeddine Dridi, 2014
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