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Publication Year:
1998
None:
13
Formats:
src
Kees Koedijk
;
Philip A. Stork
;
Casper G. de Vries
An EMS target zone model in discrete time (replication data)
The discrete time analogue of the continuous time Krugman target zone model is developed in order to capture the typical volatility clusters and fat-tailed distributed...
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