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Publication:2912593
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zbMath1268.62121MaRDI QIDQ2912593

Masoud Yarmohammadi, Maryam Safaei, Hamdreza Mostafaei

Publication date: 14 September 2012


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov switching autoregressive modelsfluctuations of exchange ratenonlinear times series models


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)


Related Items (1)

Exchange rate forecasting with optimum singular spectrum analysis







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