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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian
- In:
Journal of Econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10005192497
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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.
;
Schotman, Peter C.
;
Tschernig, Rolf
- In:
Journal of Econometrics
74
(
1996
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10005192779
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