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Original Articles

Time series analysis of settlement prices for individual currency futures in Singapore

Pages 673-676 | Published online: 05 Oct 2010

References

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  • Franses , P. H. and McAleer , M. 1995 . Testing for unit roots and nonlinear transformations , Tokyo, , Japan : Tinbergen Institute, Erasmus University Rotterdam. Paper presented to the Seventh World Congress of the Econometric Society . unpublished paper
  • Hall , A. D. and McAleer , M. 1989 . A Monte Carlo study of some tests of model adequacy in time series analysis . Journal of Business and Economic Statistics , 7 : 95 – 106 .
  • Ljung , G. M. and Box , G. E. P. 1978 . On a measure of lack of fit in time series models . Biometrika , 65 : 297 – 303 .
  • SAS Institute Inc. 1986 . SAS System for Forecasting Time Series

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