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~accessRights:"free"
~isPartOf:"ECG report"
~isPartOf:"ECON PhD dissertations"
~isPartOf:"Economie d'avant garde dissertations"
~language:"eng"
~subject:"Cointegration"
~type:"book"
~type_genre:"Sammlung"
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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen
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2018
Persistent link: https://www.econbiz.de/10011994459
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Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
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On factor analysis with long-range dependence
Rodríguez Caballero, Carlos Vladimir
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2016
Persistent link: https://www.econbiz.de/10011817415
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Large panels and high-dimensional vector autoregressive models
Callot, Laurent
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2012
Persistent link: https://www.econbiz.de/10010204938
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