مرکز منطقه ای اطلاع رساني علوم و فناوري - Volatility impulse responses for multivariate GARCH models: An exchange rate illustration

Title of article :

Volatility impulse responses for multivariate GARCH models: An exchange rate illustration

Author/Authors :

Christian M. Hafner، نويسنده , , Helmut Herwartz، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

719

To page :

740

Keywords :

Multivariate GARCH , Impulse response functions , Exchange rate volatility

Journal title :

Journal of International Money and Finance

Serial Year :

2006

Journal title :

Journal of International Money and Finance

Record number :

191535

Link To Document :