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~person:"Lee, Hahn-shik"
~subject:"Seasonality"
~subject:"Stock market"
~subject:"Theory"
~subject:"Volatilität"
~subject:"Ökonometrie"
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Lee, Hahn-shik
Franses, Philip Hans
65
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22
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20
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16
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Seasonal time series and autocorrelation function estimation
Lee, Hahn-shik
;
Ghysels, Eric
;
Bell, William R.
- In:
The Manchester School
70
(
2002
)
5
,
pp. 651-665
Persistent link: https://www.econbiz.de/10001699703
Saved in:
2
Spurious deterministic seasonality
Franses, Philip Hans
- In:
Economics letters
48
(
1995
)
3
,
pp. 249-256
Persistent link: https://www.econbiz.de/10001184865
Saved in:
3
On periodic structures and testing for seasonal unit roots
Ghysels, Eric
;
Hall, Alastair R.
;
Lee, Hahn-shik
-
1995
Persistent link: https://www.econbiz.de/10001512557
Saved in:
4
Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 415-442
Persistent link: https://www.econbiz.de/10001162289
Saved in:
5
Inference on long-run equilibrium relationship in economic time series
Lee, Hahn-shik
-
1990
Persistent link: https://www.econbiz.de/10000834659
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