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Analysis of Financial Contagion and Prediction of Dynamic Correlations During the COVID-19 Pandemic: A Combined DCC-GARCH and Deep Learning Approach. (2024). Mansilla, Alan ; Espinoza, Jenny ; Chung, Victor.
In: JRFM.
RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:567-:d:1546158.

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  1. Analysis of Financial Contagion and Prediction of Dynamic Correlations During the COVID-19 Pandemic: A Combined DCC-GARCH and Deep Learning Approach. (2024). Mansilla, Alan ; Espinoza, Jenny ; Chung, Victor.
    In: JRFM.
    RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:567-:d:1546158.

    Full description at Econpapers || Download paper

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