Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System
| Year of publication: |
2000
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|---|---|
| Authors: | Kearney, Colm ; Patton, Andrew J. |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 8643222. - Vol. 35.2000, 1, p. 29-48
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