Data for: Dynamic linkages between strategic commodities and the stock market in Turkey: Evidence from SVAR-DCC-GARCH model

Published: 12 April 2019| Version 1 | DOI: 10.17632/rvkpx3pgct.1
Contributors:
irfan civcir, Ugur Akkoc

Description

SVAR DCC GARCH

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Empirical Finance

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