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person:"Kapetanios, George"
~isPartOf:"Journal of empirical finance"
~person:"Franses, Philip Hans"
~person:"Rahbek, Anders"
~subject:"Autocorrelation"
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Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of empirical finance
29
(
2014
),
pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
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