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SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan, (1999)
Forecasting major Asian exchange rates using a new semiparametric STAR model
Cai, Nan, (2015)
Predicting systemic risk with entropic indicators
Gradojevic, Nikola, (2017)
Predicting Systemic Risk with Entropic Indicators
Gradojevic, Nikola, (2015)
Revisiting non-parametric exchange rate prediction
Gradojevic, Nikola, (2009)