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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"cat"
~language:"eng"
~person:"Chen, Xiaohong"
~subject:"Cointegration"
~type_genre:"Article in journal"
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Chen, Xiaohong
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Journal of econometrics
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Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
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