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subject:"Forecasting model"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Springer International Publishing"
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Forecasting model
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Time series econometrics
Neusser, Klaus
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2016
Persistent link: https://www.econbiz.de/10011485298
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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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Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
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1996
Persistent link: https://www.econbiz.de/10000944084
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
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1996
Persistent link: https://www.econbiz.de/10000953935
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