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Modelling non-stationary economic time series

, and . Palgrave texts in econometrics Palgrave Macmillan, Basingstoke u.a., (2005)

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Forecasting exchange rate volatility using conditional variance models selected by information criteria, and . Economics Letters, 61 (3): 273--278 (Dec 1, 1998)Modelling non-stationary economic time series, and . Palgrave texts in econometrics Palgrave Macmillan, Basingstoke u.a., (2005)