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Volatility transmission among Latin American stock markets under structural breaks

Bulent Guloglu,Pınar Kaya Soylu,Resul Aydemir;Bulent Guloglu;Pınar Kaya Soylu;Resul Aydemir;

2016 physica a: statistical mechanics and its applicati... DOI: 10.1016/j.physa.2016... 167 views

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causality volatility spillovers breaks in variance