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subject:"Exchange rate"
~isPartOf:"Portuguese economic journal"
~subject:"ARMA-Modell"
~subject:"Random Level Shifts"
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Portuguese economic journal
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An empirical note about estimation and forecasting Latin American Forex returns volatility : the role of long memory and random level shifts components
Rodriguez, Gabriel
;
Ojeda Cunya, Junior Alex
;
Gonzáles …
- In:
Portuguese economic journal
18
(
2019
)
2
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
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2
Does final energy demand in Portugal exhibit long memory? : a fractional integration analysis
Belbute, José M.
;
Pereira, Alfredo M.
- In:
Portuguese economic journal
15
(
2016
)
2
,
pp. 59-77
Persistent link: https://www.econbiz.de/10011556446
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