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Emanuela Marrocu
Information about the author Emanuela Marrocu will soon be added to the site.
Found
2 papers
in total
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The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
2004
The aim of this paper is to analyse the out-of-sample performance of SETAR models...
The performance of non-linear exchange rate models: a forecasting comparison
2002
In recent years there has been a considerable development in modelling non-linearities...
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