A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 2001
ISSN: 0277-6693,1099-131X
DOI: 10.1002/1099-131x(200103)20:2<135::aid-for780>3.0.co;2-r