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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Nonparametric dynamic modelling"
~person:"Lütkepohl, Helmut"
~subject:"Estimation"
~subject:"Market microstructure"
~subject:"Theory"
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Bollerslev, Tim
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Nonparametric dynamic modelling
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Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
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