PREDICTION AND VOLATILITY OF BLACK MARKET CURRENCIES: EVIDENCE FROM RENMINBI AND RIAL EXCHANGE RATES (Q3022071)
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scientific article; zbMATH DE number 2177843
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| English | PREDICTION AND VOLATILITY OF BLACK MARKET CURRENCIES: EVIDENCE FROM RENMINBI AND RIAL EXCHANGE RATES |
scientific article; zbMATH DE number 2177843 |
Statements
PREDICTION AND VOLATILITY OF BLACK MARKET CURRENCIES: EVIDENCE FROM RENMINBI AND RIAL EXCHANGE RATES (English)
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22 June 2005
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renminbi/US dollar exchange rate
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time-delay embedding
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nonlinear prediction
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volatility
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0.726815938949585
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0.7137089967727661
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0.7128342986106873
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0.7017935514450073
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