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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Lieberman, Offer"
~person:"Swanson, Norman R."
~subject:"Statistischer Test"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
Statistischer Test
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Lieberman, Offer
Swanson, Norman R.
Yu, Jun
5
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Journal of econometrics
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Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
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2
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
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3
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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