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~isPartOf:"Journal of applied economics"
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
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Testing forward exchange rate unbiasedness efficiently: a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
- In:
Journal of applied economics
7
(
2004
)
2
,
pp. 325-353
Persistent link: https://www.econbiz.de/10002891902
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