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Identifying and modelling nonlinearities in Australian foreign exchange rate data by means of flexible nonlinear inference
Becker, R.
;
Hurn, Stan
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1999
Persistent link: https://www.econbiz.de/10001517595
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2
Testing for fundamental nonlinearities in time-series data using the method of surrogates
Becker, R.
;
Hurn, Stan
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1999
Persistent link: https://www.econbiz.de/10001517783
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3
The generic properties of equilibrium correction mechanisms
Bårdsen, Gunnar
;
Hurn, Stan
;
Lindsay, Kenneth A.
-
1999
Persistent link: https://www.econbiz.de/10001517850
Saved in:
4
Some new results for the optimal impulse control of Brownian motion
Hurn, Stan
;
Lindsay, Kenneth A.
-
1999
Persistent link: https://www.econbiz.de/10001517851
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5
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differenctial equations
Hurn, Stan
;
Lindsay, Kenneth A.
;
Martin, Vance
-
1999
Persistent link: https://www.econbiz.de/10001517908
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6
Estimating continuous-time models of the spot interest rate
Hurn, Stan
;
Lindsay, Kenneth A.
-
1999
Persistent link: https://www.econbiz.de/10001517913
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