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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Franses, Philip Hans"
~person:"Liu, Zhi"
~subject:"Regression analysis"
~subject:"Zeitreihenanalyse"
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Croux, Christophe
Franses, Philip Hans
Liu, Zhi
Engle, Robert F.
8
White, Halbert
7
Granger, C. W. J.
6
Sakata, Shinichi
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Haldrup, Niels
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Discussion paper / Department of Economics, University of California San Diego
KBI
18
Report / Econometric Institute, Erasmus University Rotterdam
9
Discussion paper / Tinbergen Institute
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric Institute research papers
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Econometric theory
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Report / Erasmus Center for Financial Research, Erasmus University
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Research memorandum series / Tinbergen Instituut
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Applied economics letters
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Discussion paper / Center for Economic Research, Tilburg University
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European journal of operational research : EJOR
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Finance and stochastics
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International journal of forecasting
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Journal of applied econometrics
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Journal of econometric methods
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Memo / Økonomisk Institut, Aarhus Universitet
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
;
Franses, Philip Hans
;
Haldrup, Niels
-
1995
Persistent link: https://www.econbiz.de/10000930725
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