Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
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- West, Kenneth D. & Cho, Dongchul, 1995.
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- Andersen, Torben G & Bollerslev, Tim, 1998. "Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 885-905, November.
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