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Erratum to: An Investigation into the Use of Intelligent Systems for Currency Trading

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  • Hannah Thinyane

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  • Jonathan Millin

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  • Hannah Thinyane & Jonathan Millin, 2011. "Erratum to: An Investigation into the Use of Intelligent Systems for Currency Trading," Computational Economics, Springer;Society for Computational Economics, vol. 38(2), pages 205-205, August.
  • Handle: RePEc:kap:compec:v:38:y:2011:i:2:p:205-205 DOI: 10.1007/s10614-011-9267-x
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    References listed on IDEAS

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    1. Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235179, HAL.
    2. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    3. Boubaker Heni & Boutahar Mohamed, 2011. "A wavelet-based approach for modelling exchange rates," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(2), pages 201-220, June.
    4. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    5. Pena D. & Rodriguez J., 2002. "A Powerful Portmanteau Test of Lack of Fit for Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 601-610, June.
    6. Heni Boubaker & Anne Péguin-Feissolle, 2013. "Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 291-306, October.
    7. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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    1. repec:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0 is not listed on IDEAS
    2. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming," IREA Working Papers 201711, University of Barcelona, Research Institute of Applied Economics, revised May 2017.
    3. Georgios Vasilakis & Konstantinos Theofilatos & Efstratios Georgopoulos & Andreas Karathanasopoulos & Spiros Likothanassis, 2013. "A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading," Computational Economics, Springer;Society for Computational Economics, vol. 42(4), pages 415-431, December.
    4. Leoni Eleni Oikonomikou, 2016. "Comparing the market risk premia forecasts in JSE and NYSE equity markets," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 203, Courant Research Centre PEG.

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