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International Journal of Forecasting International Journal of Forecasting

International Journal of Forecasting - PDF document

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International Journal of Forecasting - PPT Presentation

C Wl Granger Forecasting stock market prices 5 and the regime of interest is the lowest onefifth quantile of the observed C values in the first half of the sample The regime switching model wa ID: 350951

W.l. Granger Forecasting

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