@article{econhot_econhot-cited-a5ed644d4190f223, title = {Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model}, author = {Tim Bollerslev}, journal = {The Review of Economics and Statistics}, year = {1990}, volume = {72}, number = {3}, pages = {498}, doi = {10.2307/2109358}, url = {https://doi.org/10.2307/2109358} }