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Citation: X. Diebold, Francis et Nerlove, Marc, The dynamics of exchange rate volatility: a multivariate latent factor arch model, Journal of applied econometrics , 4(1), 1989, pp. 1-21

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Citation: Demirer, Mert et al., Estimating global bank network connectedness, Journal of applied econometrics , 33(1), 2018, pp. 1-15