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Density forecasts of emerging markets’ exchange rates using Monte Carlo simulation with regime switching. (English) Zbl 1425.91324

Jajuga, Krzysztof (ed.) et al., Contemporary trends and challenges in finance. Proceedings from the 3rd Wroclaw international conference in finance, Wroclaw, Poland, September 13–14, 2017. Cham: Springer. Springer Proc. Bus. Econ., 13-21 (2018).
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