Co-movements between US and UK stock prices: the role of time-varying conditional correlations
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.402/fullpdf
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5. Modeling the coherence in short-run nominal exchange-rates-a multivariate generalized ARCH model;Bollerslev;Review of Economic and Statistics,1990
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