Nonlinear dynamics in foreign exchange excess returns: Tests of asymmetry
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- Piotr Fiszeder & Witold Orzeszko, 2012. "Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 430-449, November.
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KeywordsExchange rate Nonlinear dynamics Asymmetry;
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