Volatility impulse responses for multivariate GARCH models: An exchange rate illustration
| Year of publication: |
2006
|
|---|---|
| Authors: | Hafner, Christian M. ; Herwartz, Helmut |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 25.2006, 5, p. 719-740
|
| Publisher: |
Elsevier |