مرکز منطقه ای اطلاع رساني علوم و فناوري - Central bank interventions and jumps in double long memory models of daily exchange rates

Title of article :

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

Author/Authors :

Michel Beine، نويسنده , , Sebastien Laurent، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2003

Pages :

From page :

641

To page :

660

Keywords :

Exchange rate dynamics , ARFIMA process , Fractionally integrated GARCH , Normal mixtures , Central bank interventions

Journal title :

Journal of Empirical Finance

Serial Year :

2003

Journal title :

Journal of Empirical Finance

Record number :

130754

Link To Document :