- Thisconclusionisprovedinthevolatilityspillovereffectmodel.ThepapermakesuseofGrangercausalitytestandGARCHmodeltoteststhereturnspilloverandvolatilityspillovereffect.Butofficeromancescanhaveanegativespillovereffectonco-workers.Eventhoughthespillovereffe...
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- Closeeyes,stilladropcrystalspillover.Therearesomethingsthatwearereallyunabletoretain.Youngheartbeatspilloverisonlylightheartinjury,wildgoosehasnotrace,leavingbehindisonlythefullofmess,atouchofsadness.Thespilloverofresearchresultsobtainedinindustriali...
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- 1、Thisconclusionisprovedinthevolatilityspillovereffectmodel.2、Itisveryimportanttomeasurevolatilityspilloverforthedynamicinvestmentportfolioandriskmanagement.3、Inotherwords,thedirectionofthemeanandvolatilityspilloverisfromLondonspotgoldtoShanghaisp...
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