Forecasting exchange rate volatility using conditional variance models selected by information criteria
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References listed on IDEAS
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- Franses,Philip Hans & Dijk,Dick van, 2000.
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- Alessandra Pasqualina Viola & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Wagner Piazza Gaglianone, 2017. "Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression," Working Papers Series 466, Central Bank of Brazil, Research Department.
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- repec:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0071-z is not listed on IDEAS
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