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A test for volatility spillover with application to exchange rates

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  • Hong, Yongmiao

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  • Hong, Yongmiao, 2001. "A test for volatility spillover with application to exchange rates," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 183-224, July.
  • Handle: RePEc:eee:econom:v:103:y:2001:i:1-2:p:183-224
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