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

Michel BEINE, Sébastien Laurent, Christelle Lecourt

Résultats de recherche: Contribution à un journal/une revue › Article

langue originale	Anglais
Pages (de - à)	589-600
Nombre de pages	12
journal	Applied Financial Economics
Volume	12
Etat de la publication	Publié - 2002

Contient cette citation

@article{8026cbc7e1f44dcaa1671997b89d1b71,

title = "Accounting for Conditional Leptokurtosis and Closing Days Effects in FIGARCH Models of Daily Exchange Rates",

author = "Michel BEINE and S{\'e}bastien Laurent and Christelle Lecourt",

year = "2002",

language = "English",

volume = "12",

pages = "589--600",

journal = "Applied Financial Economics",

publisher = "Routledge",

}