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ARCH effects and cointegration : is the foreign exchange market efficient?
Alexakis, Panayotis
- In:
Journal of banking & finance
20
(
1996
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10001197705
Saved in:
152
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
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