A Double‐threshold GARCH Model for the French Franc/Deutschmark exchange rate

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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>3.3.co;2-i