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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of empirical finance"
~person:"Francq, Christian"
~person:"Nielsen, Morten Ørregaard"
~person:"Peng, Liang"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
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