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Shift Contagion with Endogenously Detected Volatility Breaks: The Case of CEE Stock Markets

  1. BAUMÖHL, Eduard - LYÓCSA, Štefan - VÝROST, Tomáš. Shift Contagion with Endogenously Detected Volatility Breaks: The Case of CEE Stock Markets. In Applied Economics Letters. - London : Taylor & Francis. ISSN 1466-4291, 2011, vol. 18, no. 12, pp. 1103-1109. VEGA 1/0826/11.
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