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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