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subject:"Deutschland"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"EU countries"
~subject:"Theorie"
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
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1998
Persistent link: https://www.econbiz.de/10000982695
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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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