FORECASTING INTEREST RATES – A COMPARATIVE ASSESSMENT OF SOME SECOND GENERATION NON-LINEAR MODELS
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January 2005
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Measuring Asymmetry and Persistence in Conditional
Volatility in Real Output: Evidence from Three East Asian
Tigers Using a Multivariate GARCH approach
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January 2009
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The Indian Exchange Rate and Central Bank Action: A GARCH Analysis
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January 2010
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