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subject:"Volatilität"
type_genre:"Working Paper"
~institution:"Robert Schuman Centre for Advanced Studies"
~subject:"Bootstrap-Verfahren"
~subject:"Time series analysis"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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Fractional integration and cointegration testing using the sample mean
Demetrescu, Matei
-
2008
Persistent link: https://www.econbiz.de/10003963300
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