Asymmetric volatility impulse response functions
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Publication:2681836
DOI10.1016/j.econlet.2022.110968MaRDI QIDQ2681836
Helmut Herwartz, Christian M. Hafner
Publication date: 30 January 2023
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110968
62-XX: Statistics
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