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1
On the predictability of the distribution of excess returns in
currency
markets
Cho, Dooyeon
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
Saved in:
2
Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian
;
Zörner, Thomas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
Saved in:
3
Predictability and "good deals" in
currency
markets
Levich, Richard M.
;
Potì, Valerio
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 454-472
Persistent link: https://www.econbiz.de/10011474173
Saved in:
4
The behaviour of betting and
currency
markets on the night of the EU referendum
Auld, Tom
;
Linton, Oliver
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 371-389
Persistent link: https://www.econbiz.de/10012300656
Saved in:
5
Structural VAR, MARMA and open economy models
Dhrymes, Phoebus J.
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10001338712
Saved in:
6
Adaptive forecasting of exchange rates with panel data
Morales-Arias, Leonardo
;
Moura, Guilherme Valle
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 493-509
Persistent link: https://www.econbiz.de/10009787030
Saved in:
7
Markov switching and exchange rate predictability
Nikolsko-Rzhevskyy, Alex
;
Prodan, Ruxandra
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 353-365
Persistent link: https://www.econbiz.de/10009581926
Saved in:
8
Forecasting realized volatility with changing average levels
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 620-634
Persistent link: https://www.econbiz.de/10011474431
Saved in:
9
Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A.
- In:
International journal of forecasting
12
(
1996
)
4
,
pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
Saved in:
10
Conditional value-at-risk forecasts of an optimal foreign
currency
portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
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