Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates
2007 ◽
Vol 380
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pp. 287-296
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Keyword(s):
1992 ◽
Vol 25
(2)
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pp. 139-168
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2010 ◽
Vol 14
(5)
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pp. 763-771
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Keyword(s):
2018 ◽
Vol 14
(2)
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pp. 0-0