Volatility clustering and volatility transmission : a non-parametric view of erm exchange rates /

Main Author: Artis, Michael J.
Corporate Author: Centre for Economic Policy Research (Great Britain)
Other Authors: Zhang, Wenda.
Format: Book
Language:English
Published: London : Centre for Economic Policy Research, 1997.
Series:Discussion paper series / Centre for Economic Policy Research, no. 1594
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050 1 4 |a HB1  |b .C47 no.1594 
100 1 4 |a Artis, Michael J. 
245 1 4 |a Volatility clustering and volatility transmission :  |b a non-parametric view of erm exchange rates /  |c Michael J. Artis and Wenda Zhang. 
260 1 4 |a London :  |b Centre for Economic Policy Research,  |c 1997. 
300 1 4 |a 30 p.;  |c 21 cm. 
490 1 4 |a Discussion paper series / Centre for Economic Policy Research,  |v no. 1594  |x 0265-8003 ; 
500 1 4 |a "March 1997". 
700 1 4 |a Zhang, Wenda. 
710 2 4 |a Centre for Economic Policy Research (Great Britain) 
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