Central bank interventions and jumps in double long memory models of daily exchange rates
| Year of publication: |
2003
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|---|---|
| Authors: | Beine, Michel ; Laurent, Sébastien |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 10.2003, 5, p. 641-660
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