Estimating unknown join points: Determination of the yen-dollar exchange rate (Q1000353)

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Estimating unknown join points: Determination of the yen-dollar exchange rate
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    Estimating unknown join points: Determination of the yen-dollar exchange rate (English)
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    6 February 2009
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    Bayesian procedure
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    join point
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    switching regression
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    ARCH
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    GARCH
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    cointegration
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    error correction
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