Identifying shocks via time-varying volatility

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Bibliographic Details

Authors and Corporations:	Lewis, Daniel J. (Author)
Type of Resource:	E-Book
Language:	English
published:	New York, NY Federal Reserve Bank of New York [2018]
Series:	Federal Reserve Bank of New York: Staff reports ; no. 871 (October 2018)
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen