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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Apergēs, Nikolaos"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Article"
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Zeitreihenanalyse
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Apergēs, Nikolaos
Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Taylor, Robert
3
Astill, Sam
2
Dark, Jonathan
2
Ding, Zhuanxin
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Harvey, David I.
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Journal of empirical finance
Journal of econometrics
26
Econometric theory
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
2
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
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