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The predictive ability of several models of exchange rate volatility

, and . Journal of Econometrics, 69 (2): 367--391 (October 1995)

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Other publications of authors with the same name

The predictive ability of several models of exchange rate volatility, and . Journal of Econometrics, 69 (2): 367--391 (October 1995)The other side of conditional convergence, and . Economics Letters, 50 (2): 285--290 (February 1996)A utility-based comparison of some models of exchange rate volatility, , and . Journal of International Economics, 35 (1-2): 23--45 (August 1993)