Power transformation and forecasting the magnitude of exchange rate changes
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- Isard,Peter, 1995. "Exchange Rate Economics," Cambridge Books, Cambridge University Press, number 9780521466004, Diciembre.
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- Robert Brooks & Paul Michaelides, 1995. "Autocorrelations, returns and Australian financial futures," Applied Economics Letters, Taylor & Francis Journals, vol. 2(10), pages 323-326.
- Brooks, R. & Michaelides, P., 1995. "Autocorrelations, Returns and Australian Financial Futures," Papers 95-9, Melbourne - Centre in Finance.
- Hentschel, Ludger, 1995. "All in the family Nesting symmetric and asymmetric GARCH models," Journal of Financial Economics, Elsevier, vol. 39(1), pages 71-104, September.
- 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.
- Isard,Peter, 1995. "Exchange Rate Economics," Cambridge Books, Cambridge University Press, number 9780521460477, Diciembre. Full references (including those not matched with items on IDEAS)
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