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Volatility impulse responses for multivariate GARCH models: An exchange rate illustration

Volatility ModelingMultivariate Stochastic VolatilityEconomicsAsset PricingFinancial EconomicsExchange Rate MovementMultivariate Garch ModelsEconometricsBusinessVolatility Impulse ResponsesExchange Rate IllustrationFinanceHigh-frequency Financial EconometricsFinancial Mathematics