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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~person:"Rahbek, Anders"
~subject:"ARCH model"
~subject:"Statistical test"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
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Rahbek, Anders
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5
Chan, Ngai Hang
4
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3
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1
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726
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2
Asymptotic inference for nonstationary GARCH
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1203-1226
Persistent link: https://www.econbiz.de/10002424931
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