Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting?
| Year of publication: |
1996
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|---|---|
| Authors: | Cecen, A.A. ; Erkal, C. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 12.1996, 4, p. 465-474
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