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~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio
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2004
Persistent link: https://www.econbiz.de/10013434656
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Testing the rank of the Hankel matrix : a statistical approach
Camba-Méndez, Gonzalo
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2001
Persistent link: https://www.econbiz.de/10013434335
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