@misc {TN_libero_mab2,
author = { Manner, Hans AND Rodriguez, Gabriel AND Stöckler, Florian },
title = { A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets },
publisher = {Department of Economics, Department of Public Economics, University of Graz},
keywords = { Stock markets , commodity prices , Changepoint analysis , volatility , dependence modeling , copula , CoVaR , Graue Literatur },
year = {December 2021},
booktitle = {Graz economics papers ; GEP 2021, 14},
address = { Graz },
url = { http://slubdd.de/katalog?TN_libero_mab2 }
}
Download citation