Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/152638
Authors: 
Sheppard, Kevin
Cappiello, Lorenzo
Engle, Robert F.
Year of Publication: 
2003
Series/Report no.: 
ECB Working Paper 204
Subjects: 
Correlation
International Finance
Variance Targeting
JEL: 
F3
G1
C5
Document Type: 
Working Paper

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