Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
| Year of publication: |
2002
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|---|---|
| Authors: | Beine, Michel ; Laurent, Sébastien ; Lecourt, Christelle |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in: Applied Financial Economics (2002) v.12 n° 8,p.589-600 |
| Source: |
Persistent link: https://www.econbiz.de/10008590208