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~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Theorie"
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Journal of foreign exchange and international finance : JFEIF
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Variances and conditional correlations of EMS exchange rates : an analysis with a multivariate GARCH model
Fornari, Fabio
- In:
Journal of foreign exchange and international finance : …
5
(
1991
)
2
,
pp. 114-130
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