Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System

Colm Kearney, Andrew J. Patton
  • Financial Review, February 2000, Wiley
  • DOI: 10.1111/j.1540-6288.2000.tb01405.x

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http://dx.doi.org/10.1111/j.1540-6288.2000.tb01405.x

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