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

Michel Beine and Sébastien Laurent

No 1706, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2003-01-01
Note: In : Journal of Empirical Finance, 10, 641-660, 2003
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Journal Article: Central bank interventions and jumps in double long memory models of daily exchange rates (2003)
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