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~institution:"Centre for Quantitative Economics & Computing"
~subject:"Flexibler Wechselkurs"
~subject:"Germany"
~subject:"Nichtlineare Regression"
~subject:"Volatility"
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Flexibler Wechselkurs
Germany
Nichtlineare Regression
Volatility
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Time series analysis
3
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Brooks, Chris
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Burke, Simon P.
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Centre for Quantitative Economics & Computing
National Bureau of Economic Research
146
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9
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
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1998
Persistent link: https://www.econbiz.de/10000982695
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2
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
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3
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
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