Bicorrelations and Cross-bicorrelations as Non-linearity Tests and Tools for Exchange Rate Forecasting
Year of publication: |
2001
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Authors: | Brooks, C. ; Hinich, M.J. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 20.2001, 3, p. 181-196
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