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Central bank interventions and jumps in double long memory models of daily exchange rates

Journal of Empirical Finance, 10(5): 641--660, 2003.
Authors: Michel Beine and S{\'e}bastien Laurent
URL: http://www.sciencedirect.com/science/article/B6VFG-48CGFN3-2/1/8246b8151229f5c24fef43fd7adec5ca
Tags: Exchange dynamics rate
| URL | BibTeX  
@article{Beine2003,
title = {Central bank interventions and jumps in double long memory models of daily exchange rates},
author = {Michel Beine and S{\'e}bastien Laurent},
journal = {Journal of Empirical Finance},
month = {Dec},
number = {5},
pages = {641--660},
url = {http://www.sciencedirect.com/science/article/B6VFG-48CGFN3-2/1/8246b8151229f5c24fef43fd7adec5ca},
volume = {10},
year = {2003},
keywords = {Exchange dynamics rate }
}