Information Journal Paper
APA:
CopyKEARNEY, C., & PATTON, A.J.. (2000). MULTIVARIATE GARCH MODELING OF EXCHANGE RATE VOLATILITY TRANSMISSION IN THE EUROPEAN MONETARY SYSTEM. FINANCIAL REVIEW, 41(-), 29-48. SID. https://sid.ir/paper/669549/en
Vancouver:
CopyKEARNEY C., PATTON A.J.. MULTIVARIATE GARCH MODELING OF EXCHANGE RATE VOLATILITY TRANSMISSION IN THE EUROPEAN MONETARY SYSTEM. FINANCIAL REVIEW[Internet]. 2000;41(-):29-48. Available from: https://sid.ir/paper/669549/en
IEEE:
CopyC. KEARNEY, and A.J. PATTON, “MULTIVARIATE GARCH MODELING OF EXCHANGE RATE VOLATILITY TRANSMISSION IN THE EUROPEAN MONETARY SYSTEM,” FINANCIAL REVIEW, vol. 41, no. -, pp. 29–48, 2000, [Online]. Available: https://sid.ir/paper/669549/en