Chung, Sang Kuck <br/><br/>
Out of sample forecasts of nonlinear longmemory models of the real exchange rate 
 J5277  2006 

 -  2006 
 - 355-370  V.  11  Issue.   4 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance and Economics
<br/><br/><label>Subjects--Index Terms: </label>ESTAR;Real exchange rate;PPP;Fractional integration;Out of sample forecasts;Diebold mariano test;