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Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
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Ng, Victor K.
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1991
Persistent link: https://www.econbiz.de/10000812958
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Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
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1991
Persistent link: https://www.econbiz.de/10000814056
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