Original language | English |
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Publication status | Published - 2001 |
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