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"Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign ..."
Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta (2019)
- Pichayakone Rakpho
, Woraphon Yamaka
, Songsak Sriboonchitta:
Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market. ECONVN 2019: 806-817
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