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~isPartOf:"Journal of international money and finance"
~person:"Hafner, Christian M."
~person:"Nielsen, Morten Ørregaard"
~subject:"Time series analysis"
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Journal of international money and finance
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Volatility impulse responses for multivariate GARCH models : an exchange rate illustration
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 719-740
Persistent link: https://www.econbiz.de/10003404968
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