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Volumn 15, Issue 1, 1997, Pages 15-25

Impulse response function for conditional volatility in GARCH models

Author keywords

Autoregressive conditional heteroscedasticity; Forecasting; Foreign exchange rate; Monte Carlo

Indexed keywords


EID: 0031539153     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1997.10524682     Document Type: Article
Times cited : (49)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.