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Wolff, Rodney C
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Some
Bootstrap
Tests
for Non-linearity and Long Memory in Financial Time Series
Wolff, Rodney C
;
Barnett, Adrian G
-
Econometric Society
-
2004
-smoothing and discarding pertinent information. In this presentation, we present some
bootstrap
tests
for non-linearity in a time …
Persistent link: https://www.econbiz.de/10005702559
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