Central bank interventions and jumps in double long memory models of daily exchange rates
| Authors: | BEINE, Michel ; LAURENT, Sébastien |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Empirical Finance, 10, 641-660, 2003 Number -1706 |
| Other identifiers: | 10.1016/S0927-5398(03)00009-4, [DOI] |
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Persistent link: https://www.econbiz.de/10010926071