Accounting for Conditional Leptokurtosis and Closing Days Effects in FIGARCH Models of Daily Exchange Rates

Michel BEINE, Sébastien Laurent, Christelle Lecourt

    Research output: Contribution to journalArticle

    Original languageEnglish
    Pages (from-to)589-600
    Number of pages12
    JournalApplied Financial Economics
    Volume12
    Publication statusPublished - 2002

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