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~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"International finance discussion papers"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"VAR model"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Identifying VARs based on high frequency futures data
Faust, Jon
;
Swanson, Eric T.
;
Wright, Jonathan H.
-
2002
Persistent link: https://www.econbiz.de/10001657391
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