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Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
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Herwartz, Helmut
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2001
Persistent link: https://www.econbiz.de/10001640371
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Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
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1998
Persistent link: https://www.econbiz.de/10001363211
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