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Fig. 7 | Swiss Journal of Economics and Statistics

Fig. 7

From: The Swiss franc safety premium

Fig. 7

(a-e) GARCH resultsā€”conditional covariance estimates. Notes: The estimates of the conditional covariance correspond to the fitted values of the DCC MGARCH-in-mean model for the case of no time variation in the price of risk. For details see section D.1.1 in the Additional fileĀ 1

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