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~isPartOf:"The Manchester School"
~isPartOf:"Working paper"
~subject:"Großbritannien"
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Test for stochastic seasonality applied to daily financial time series
Andrade, I. C.
(
contributor
)
- In:
The Manchester School
67
(
1999
)
1
,
pp. 39-59
Persistent link: https://www.econbiz.de/10001352516
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12
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
-
1998
Persistent link: https://www.econbiz.de/10000986316
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13
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
-
1994
Persistent link: https://www.econbiz.de/10000894175
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