Lies, Damned Lies, and Statistics? Examples From Finance and Economics
Year of publication: |
2013
|
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Authors: | Abadir, Karim M. |
Published in: |
Central European Journal of Economic Modelling and Econometrics. - CEJEME. - Vol. 5.2013, 4, p. 231-248
|
Publisher: |
CEJEME |
Subject: | flexible density specification | option pricing | term structure of interest rates | expectation hypothesis | nonlinear long-memory | macroeconomic dynamics |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C5 - Econometric Modeling ; C32 - Time-Series Models ; G1 - General Financial Markets ; E3 - Prices, Business Fluctuations, and Cycles ; E6 - Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook |
Source: |
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