Volatility clustering and volatility transmission : a non-parametric view of erm exchange rates /
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| Format: | Book |
| Language: | English |
| Published: |
London :
Centre for Economic Policy Research,
1997.
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| Series: | Discussion paper series / Centre for Economic Policy Research,
no. 1594 |
| Item Description: | "March 1997". |
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| Physical Description: | 30 p.; 21 cm. |
| ISSN: | 0265-8003 ; |