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Testing of purchasing power parity theory using the doubly truncated ARMA-GARCH model and MCMC algorithms
Kim, Suduk
;
Chen, Chyong-lin
;
Tsurumi, Hiroki
- In:
Journal of economic research
8
(
2003
)
2
,
pp. 111-138
Persistent link: https://www.econbiz.de/10001872373
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