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Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting

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Persistent link: https://www.econbiz.de/10001214771

Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns : further evidence

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Optimal growth, resource extraction, and transfer of technology

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Growth, resource extraction and production in a small open economy

Cecen, A. A. - In: Atlantic economic journal : AEJ 18 (1990) 4, pp. 22-31

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Optimal growth with exhaustible resources and foreign technology in a small open economy

Cecen, A. A. - In: Journal of economic development 16 (1991) 2, pp. 169-180

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X-inefficiency, productivity and inflation : an empirical investigation

Cecen, A. A. - In: Atlantic economic journal : AEJ 17 (1989) 1, pp. 43-46

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Institutions, economic growth, and foreign aid in Nepal

Cecen, A. A.; Xiao, Linlan; Adhikari, Santosh - In: International journal of economics and finance 6 (2014) 6, pp. 84-94

Persistent link: https://www.econbiz.de/10010370838

Capital flows and current account dynamics in Turkey : a nonlinear time series analysis

Cecen, A. A.; Xiao, Linlan - In: Economic modelling 39 (2014), pp. 240-246

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High frequency Deutsche Mark- US dollar returns : FIGARCH representations and non linearities

Baillie, Richard; Cecen, Aydin A.; Han, Young-wook - In: Multinational finance journal : MF ; quarterly … 4 (2000) 3/4, pp. 247-267

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High Frequency Deutsche Mark-US Dollar Returns : FIGARCH Representations and Non Linearities

Baillie, Richard - 2016

This article considers the use of the long memory volatility process, FIGARCH, in representing Deutschemark-US dollar spot exchange rate returns for both high and low frequency returns data. The FIGARCH model is found to be the preferred specification for both high frequency and daily returns...

Persistent link: https://www.econbiz.de/10013004295