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- W1569796705 abstract "In the present study we develop and implement a short term exchange rate forecasting methodology using dynamic confidence intervals based on GARCH processes and we analyze whether this methodology can be used to model a regime switch in the volatility of" @default.
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- W1569796705 date "2009-01-01" @default.
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- W1569796705 title "DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY" @default.
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