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

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

Résultats de recherche: Autre contribution

langue originale	Anglais
Etat de la publication	Publié - 2001

Contient cette citation

@misc{8aac4be0a88347eb84299bcd1186d56c,

title = "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.",

author = "S{\'e}bastien Laurent and Michel Beine",

year = "2001",

language = "English",

type = "Other",

}