SEMIFAR forecasts, with applications to foreign exchange rates-Reference-Cited by-同舟云学术

SEMIFAR forecasts, with applications to foreign exchange rates

Published:1999-08 Issue:1-2 Volume:80 Page:137-153
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Beran Jan,Ocker Dirk

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference31 articles.

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4. The message in daily exchange rates: a conditional-variance tail;Baillie;J. Bus. Econom. Statist.,1989

5. Beran, J., 1994. Statistics for Long-Memory Processes. Chapman and Hall, New York.

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