Original language | English |
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Pages (from-to) | 589-600 |
Number of pages | 12 |
Journal | Applied Financial Economics |
Volume | 12 |
Publication status | Published - 2002 |
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 journal › Article