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

C-Tier

Journal: Journal of Empirical Finance

Year: 2003

Volume: 10

Issue: 5

Pages: 641-660

Authors (2)

Beine, Michel (Université du Luxembourg) Laurent, Sebastien (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count