Author:
Beine Michel,Laurent Sébastien
Subject
Economics and Econometrics,Finance
Reference41 articles.
1. Why do central banks intervene?;Baillie;Journal of International Money and Finance,1997
2. Central bank intervention and risk in the forward market;Baillie;Journal of International Economics,1997
3. Fractionally integrated generalized autoregressive conditional heteroskedasticity;Baillie;Journal of Econometrics,1996
4. Analyzing inflation by the fractionally integrated ARFIMA–GARCH model;Baillie;Journal of Applied Econometrics,1996
5. Structural change and long memory in volatility: new evidence from daily exchange rates;Beine,2001
Cited by
46 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献