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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~institution:"Nuffield College"
~subject:"Scientific modelling"
~subject:"VAR model"
~type_genre:"Arbeitspapier"
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Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Nielsen, Bent
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834963
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