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Keywords: Mutivariate GARCH Model
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2009) 17 (3): 67–97.
Published: 31 August 2009
... markets explains its superior price discovery function. Price Discovery KOSPI200 Futures KOSPI200 Spot KODEX200 Exchange-Traded Fund (ETF) VECM Mutivariate GARCH Model © 2009 Emerald Publishing Limited 2009 This article is published under the Creative Commons Attribution (CC BY 4.0...
