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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

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See general information about how to correct material in RePEc. For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla. Hakan Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?