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~person:"Dechert, Andreas"
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Dechert, Andreas
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Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks
Dechert, Andreas
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Volkswirtschaftliche Fakultät, …
-
2012
of the market
expectation
hypothesis
is tested for monthly Treasury bill rates ranging from 1958-2011, which might have a …
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