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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Candelon, Bertrand"
~person:"Linton, Oliver"
~person:"Saikkonen, Pentti"
~person:"Yang, Lijian"
~subject:"United States"
~type_genre:"Non-commercial literature"
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Candelon, Bertrand
Linton, Oliver
Saikkonen, Pentti
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Gil-Alaña, Luis A.
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Phillips, Peter C. B.
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Härdle, Wolfgang
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Lanne, Markku
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Cambridge working papers in economics
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Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International economic review
The American journal of economics and sociology
Discussion paper series / LSE Financial Markets Group
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Discussion papers of interdisciplinary research project 373
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Koç University - TÜSİAD Economic Research Forum working paper series
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Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
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2002
Persistent link: https://www.econbiz.de/10001668610
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2
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
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2001
Persistent link: https://www.econbiz.de/10001612100
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3
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
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2000
Persistent link: https://www.econbiz.de/10001528164
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