Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS
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Bibliographic InfoPaper provided by FEDEA in its series Working Papers with number 98-17.
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-07-18 (All new papers)
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- repec:att:wimass:9520 is not listed on IDEAS
- Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
- Boothe, Paul & Glassman, Debra, 1987. "Comparing exchange rate forecasting models : Accuracy versus profitability," International Journal of Forecasting, Elsevier, vol. 3(1), pages 65-79.
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