Central bank interventions and jumps in double long memory models of daily exchange rates

✍ Scribed by Michel Beine; Sébastien Laurent

• Book ID: 117628187
• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 188 KB
• Volume: 10
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/s0927-5398(03)00009-4