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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of money, credit and banking : JMCB"
~person:"Granger, C. W. J."
~subject:"Ankündigungseffekt"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Impact assessment"
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Granger, C. W. J.
Nelson, Charles R.
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Journal of empirical finance
Journal of money, credit and banking : JMCB
Discussion paper / Department of Economics, University of California San Diego
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European Monetary Union, emerging markets and econometric issues in international finance
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ECONIS (ZBW)
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Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
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A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
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