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type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Santucci de Magistris, Paolo"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Faktorenanalyse"
~subject:"Share price"
~subject:"VAR model"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
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ARCH model
ARCH-Modell
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VAR model
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Santucci de Magistris, Paolo
Bollerslev, Tim
5
Nielsen, Morten Ørregaard
5
Todorov, Viktor
4
Andreasen, Martin Møller
3
Mikkelsen, Jakob Guldbæk
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Silvennoinen, Annastiina
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Teräsvirta, Timo
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Carlini, Federico
2
Cavaliere, Giuseppe
2
Christensen, Bent Jesper
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Ergemen, Yunus Emre
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Hillebrand, Eric
2
Kristensen, Johannes Tang
2
Taylor, Robert
2
Urga, Giovanni
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Veliyev, Bezirgen
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Violante, Francesco
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Abate, Girum Dagnachew
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Anselin, Luc
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Bolko, Anine E.
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Callot, Laurent
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Casas, Isabel
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Christensen, Kim
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Demetrescu, Matei
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Dolatabadi, Sepideh
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Fernández-Villaverde, Jesús
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Floor Brix, Anne
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Grassi, Stefano
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Hall, Anthony D.
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Jakobsen, Johan Stax
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Kanaya, Shin
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Kang, Jian
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Kjær, Mads Markvart
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CREATES research paper
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ECONIS (ZBW)
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On the identification of fractionally cointegrated VAR models with the F(d) condition
Santucci de Magistris, Paolo
;
Carlini, Federico
-
2014
Persistent link: https://www.econbiz.de/10010433250
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On the identification of fractionally cointegrated VAR models with the F(d) condition
Carlini, Federico
;
Santucci de Magistris, Paolo
-
2013
Persistent link: https://www.econbiz.de/10010226857
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