EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES (Q3379407)

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scientific article; zbMATH DE number 5017901
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    EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES
    scientific article; zbMATH DE number 5017901

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      EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES (English)
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      6 April 2006
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      Mackey-Glass-GARCH
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      calendar effects
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      forecasting
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