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subject:"Exchange rate"
institution:"Centre for Quantitative Economics & Computing"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistical theory"
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Discussion papers in quantitative economics and computing / E
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
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1997
Persistent link: https://www.econbiz.de/10000978781
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2
On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús
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1996
Persistent link: https://www.econbiz.de/10000944149
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3
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
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1995
Persistent link: https://www.econbiz.de/10000911564
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A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P.
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1995
Persistent link: https://www.econbiz.de/10000931962
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