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Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient

2019-11-21Journal article Restricted access
http://hdl.handle.net/10400.26/38011
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http://hdl.handle.net/10400.26/38011

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10.1007/s00181-019-01806-1

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VALORIZA - Artigos em Revistas Científicas

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