Long Memory Risk Premia in Exchange Rates’

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Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

<mark>Journal publication date</mark>	12/1996
<mark>Journal</mark>	Manchester School
Issue number	4
Volume	64
Number of pages	18
Pages (from-to)	421-438
Publication Status	Published
<mark>Original language</mark>	English

Research