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type_genre:"Article in journal"
~person:"Laurent, Sébastien"
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Laurent, Sébastien
Gil-Alaña, Luis A.
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Hecq, Alain W. J.
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Journal of econometrics
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Journal of international financial markets, institutions & money
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Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
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2
Central bank FOREX interventions assessed using realized moments
Beine, Michel
;
Laurent, Sébastien
;
Palm, Franz C.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 112-127
Persistent link: https://www.econbiz.de/10003797277
Saved in:
3
Central bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel
;
Laurent, Sébastien
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 641-660
Persistent link: https://www.econbiz.de/10001806977
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