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Titlebook: Nonlinear Economic Dynamics and Financial Modelling; Essays in Honour of Roberto Dieci,Xue-Zhong He,Cars Hommes Book 2014 Springer Interna

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How Non-normal Is US Output?es once a structural break is taken into account. (3) The only way to detect non-normality in the subsamples is the estimation of the shape of EPD. (4) Normality cannot be rejected in the Great Inflation period and the Laplacian cannot be rejected for the period of the Great Moderation.
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Regime Switching Models in the Foreign Exchange Marketency and (ii) the model by Boswijk et al. (2007) significantly outperforms the model by Lof (2012) in terms of out-of-sample forecasting accuracy, but not that by Chiarella et al. (2012) in the medium to long run.
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Carl Chiarella as this work has. Too often, textbooks are not published for several years after the chapters have been written, making them obsolete upon publication. Not so with this book, which deals with timely topics on the Achilles tendon. Dr. James Nunley has compiled this work in slightly over a year, thus
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