Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates

Michel Beine, Sébastien Laurent and Christelle Lecourt

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 2002
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Published in: Applied Financial Economics (2002) v.12 n° 8,p.589-600

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Journal Article: Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates (2002)
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