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~isPartOf:"International journal of forecasting"
~isPartOf:"The econometrics journal"
~person:"Lanne, Markku"
~person:"Stadtmann, Georg"
~subject:"Wechselkurs"
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Lanne, Markku
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International journal of forecasting
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Forecasting realized exchange rate volatility by decomposition
Lanne, Markku
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 307-320
Persistent link: https://www.econbiz.de/10003483823
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Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
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