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Volatility and asymmetric dependence in Central and East Eu..:

Joseph, Nathan Lael ; Vo, Thi Thuy Anh ; Mobarek, Asma.
Review of Quantitative Finance and Accounting.  55 (2020)  4 - p. 1241-1303 , 2020
Link: https://doi.org/10.1007/s11156-020-00874-0