Structural Change and Long Memory in Volatility : New Evidence from Daily Exchange Rates, in Developments in Forecast Combination and Portfolio Choice, Dunis, C., Timmermann, A., Moody, J., ed. John Wiley, chapter 7, 159-177.

Sébastien Laurent, Michel Beine

    Research output: Other contribution

    Original languageEnglish
    Publication statusPublished - 2001

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