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Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton
;
Asai, Manabu
;
McAleer, Michael
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2016
Persistent link: https://www.econbiz.de/10011500273
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Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, David E.
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McAleer, Michael
;
Shelton, Peiris
; …
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2015
Persistent link: https://www.econbiz.de/10011432736
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