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Volumn 20, Issue 3, 2001, Pages 181-196

Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting

Author keywords

Bicorrelations; Cross bicorrelations; Exchange rates; Forecasting; Non linear; Time series modelling

Indexed keywords


EID: 0035307410     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/1099-131X(200104)20:3<181::AID-FOR781>3.0.CO;2-R     Document Type: Article
Times cited : (19)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.