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General-to-specific modelling of exchange rate volatility: a forecast evaluation

Luc Bauwens () and Genaro Sucarrat

No 2234, CORE Discussion Papers RP from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2010-01-01
Note: In : International Journal of Forecasting, 26(4), 885-907, 2010
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http://dx.doi.org/10.1016/j.ijforecast.2010.07.001 (text/plain)

Related works:
Journal Article: General-to-specific modelling of exchange rate volatility: A forecast evaluation (2010) Downloads
Working Paper: General to specific modelling of exchange rate volatility: a forecast evaluation (2008) Downloads
Working Paper: General to specific modelling of exchange rate volatility: a forecast evaluation (2006) Downloads
Working Paper: General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation (2006) Downloads
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