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Enzo D'Innocenzo

Assistant Professor – ECON-01/A Economics

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Tag: GARCH

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Cat Links Papers, Published Papers

New paper: Bivariate approach for modeling the interaction between stock volatility and interest rate

Posted on December 2, 2023December 2, 2023 enzodinnocenzo

Our paper titled “A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to

Continue readingNew paper: Bivariate approach for modeling the interaction between stock volatility and interest rate

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