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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Computational economics"
~person:"Caporale, Guglielmo Maria"
~person:"Farnè, Matteo"
~person:"Robinson, Peter M."
~subject:"Bootstrap-Verfahren"
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Estimation theory
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Caporale, Guglielmo Maria
Farnè, Matteo
Robinson, Peter M.
Chen, Cathy W. S.
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A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo
;
Montanari, Angela
- In:
Computational economics
59
(
2022
)
3
,
pp. 935-966
Persistent link: https://www.econbiz.de/10013169203
Saved in:
2
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
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