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Monitoring disruptions in financial markets

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  • Andreou, Elena
  • Ghysels, Eric

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  • Andreou, Elena & Ghysels, Eric, 2006. "Monitoring disruptions in financial markets," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 77-124.
    • Handle: RePEc:eee:econom:v:135:y:2006:i:1-2:p:77-124
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