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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Econometric reviews"
~person:"Kurita, Takamitsu"
~person:"Li, Degui"
~person:"Lucas, André"
~subject:"Kointegration"
~subject:"Stochastischer Prozess"
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A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco
;
Lucas, André
;
Silde, Erkki
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
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