Cointegration and the long-run forecast of exchange rates
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 48 (1995)
Issue (Month): 3-4 (June)
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Web page: http://www.elsevier.com/locate/ecolet
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- Andreou, Andreas S. & Zombanakis, George A. & Georgopoulos, E. F. & Likothanassis, S. D., 1998. "Forecasting Exchange-Rates via Local Approximation Methods and Neural Networks," MPRA Paper 17764, University Library of Munich, Germany.
- Peter Rowland, 2003. "Forecasting The Usd/Cop Exchange Rate: A Random Walk With A Variable Drift," BORRADORES DE ECONOMIA 002736, BANCO DE LA REPÚBLICA.
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