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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Exchange rate"
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Centre for Analytical Finance <Århus>
Centre for Quantitative Economics & Computing
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers in quantitative economics and computing / E
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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
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contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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2
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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3
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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4
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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