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Submitted on : Friday, May 16, 2014 - 10:18:27 AM Last modification on : Tuesday, May 5, 2020 - 11:50:18 AM
Julien Chevallier. Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models. Applied Economics, Taylor & Francis (Routledge), 2012, pp.0-0. ⟨hal-00991899⟩