Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
| Year of publication: |
2002
|
|---|---|
| Authors: | Beine, Michel ; Laurent, Sébastien ; Lecourt, Christelle |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 12.2002, 8, p. 589-600
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