Correlation in currency markets a risk-adjusted perspective
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Volume (Year): 8 (1998)
Issue (Month): 1 (January)
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- repec:dgr:kubrem:1992554 is not listed on IDEAS
- Engle, Robert F. & Kroner, Kenneth F., 1995. "Multivariate Simultaneous Generalized ARCH," Econometric Theory, Cambridge University Press, vol. 11(01), pages 122-150, February.
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