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subject:"United States"
~isPartOf:"Journal of empirical finance"
~person:"Granger, C. W. J."
~person:"MacKinnon, James G."
~person:"Miller, J. Isaac"
~subject:"Cointegration"
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United States
Cointegration
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Granger, C. W. J.
MacKinnon, James G.
Miller, J. Isaac
Kim, Chang-Jin
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Journal of empirical finance
Discussion paper / Department of Economics, University of California San Diego
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Working paper series / Department of Economics, University of Missouri-Columbia
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Discussion paper / Institute for Economic Research, Queen's University
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Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
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