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~isPartOf:"Journal of empirical finance"
~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~person:"Laurent, Sébastien"
~subject:"ARMA model"
~subject:"Exchange rate policy"
~subject:"Forecasting model"
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Journal of empirical finance
Tourism economics : the business and finance of tourism and recreation
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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Central bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel
;
Laurent, Sébastien
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 641-660
Persistent link: https://www.econbiz.de/10001806977
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