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Comparative Forecasting Performance of Symmetric and Asymmetric Conditional Volatility Models of an Exchange Rate - Working Paper
Book (01 Jan 2002)
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Book information
| ISBN: | 9781902850641 |
| Publisher: | University of Edinburgh, Centre for Financial Markets Research, School of Management |
| Imprint: | University of Edinburgh, Centre for Financial Markets Research, School of Management |
| Pub date: | 01 Jan 2002 |
| Number of pages: | 14 |
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