Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System
Publication
, Journal Article
Kearney, C; Patton, AJ
Duke Scholars
Citation
APA
Chicago
ICMJE
MLA
NLM
Kearney, C., & Patton, A. J. (n.d.). Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System.
Kearney, Colm, and Andrew J. Patton. “Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System,” n.d.
Kearney, Colm, and Andrew J. Patton. Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System.