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Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate

✍ Scribed by Ercan Balaban

Book ID: 116420755
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 88 KB
Volume: 83
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2003.09.028

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