Volatility impulse responses for multivariate GARCH models:...

Journal of International Money and Finance 2006 Vol. 25; Iss. 5

Volatility impulse responses for multivariate GARCH models: An exchange rate illustration

Christian M. Hafner, Helmut Herwartz
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Volume:
25
Year:
2006
Language:
english
DOI:
10.1016/j.jimonfin.2006.04.006
File:
PDF, 494 KB
english, 2006
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