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

Bibliographic reference Bauwens, Luc ; Sucarrat, Genaro. General-to-specific modelling of exchange rate volatility: a forecast evaluation. In: International Journal of Forecasting, Vol. 26, no. 4, p. 885-907 (Octobre 2010)
Permanent URL http://hdl.handle.net/2078.1/33454