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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of financial economics"
~person:"Hatemi-J, Abdulnasser"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
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Hatemi-J, Abdulnasser
Gil-Alaña, Luis A.
5
Cook, Steven
4
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Applied economics letters
Journal of financial economics
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2
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Research in international business and finance
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Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models
Hatemi-J, Abdulnasser
- In:
Applied economics letters
15
(
2008
)
4/6
,
pp. 239-243
Persistent link: https://www.econbiz.de/10003727223
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2
Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied economics letters
13
(
2006
)
5
,
pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
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