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Exploring long memory and nonlinearity in Irish real exchange rates using tests based on semiparametric estimation
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Exploring long memory and nonlinearity in Irish real exchange rates using tests based on semiparametric estimation

D. Bond

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Exploring long memory and nonlinearity in Irish real exchange rates using tests based on semiparametric estimation by D. Bond. Published by University College Dublin, School of Economics in 2009. Publication and catalogue information, links to buy online and reader comments.

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