User menu

Volatility impulse response functions for multivariate GARCH models: an exchange rate illustration

Bibliographic reference Hafner, Christian ; Herwartz, Helmut. Volatility impulse response functions for multivariate GARCH models: an exchange rate illustration. In: Journal of International Money and Finance : theoretical and empirical research in international economics and finance, Vol. 25, no. 5, p. 719-740 (Août 2006)
Permanent URL http://hdl.handle.net/2078.1/23578