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~isPartOf:"Finance research letters"
~person:"Engsted, Tom"
~subject:"Forecasting model"
~subject:"USA"
~subject:"VAR model"
~subject:"VAR-Modell"
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Finance research letters
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Explosive bubbles in the cointegrated VAR model
Engsted, Tom
- In:
Finance research letters
3
(
2006
)
2
,
pp. 154-162
Persistent link: https://www.econbiz.de/10003333936
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