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Central bank interventions and jumps in double long memory models of daily exchange rates Author info | Abstract | Publisher info | Download info | Related research | Statistics Beine, Michel
Laurent, Sebastien
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Article provided by Elsevier in its journal Journal of Empirical Finance .
Volume (Year): 10 (2003)
Issue (Month): 5 (December)
Pages: 641-660
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Handle: RePEc:eee:empfin:v:10:y:2003:i:5:p:641-660Contact details of provider: Web page: http://www.elsevier.com/locate/jempfin
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