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~subject:"Einheitswurzeltest"
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Einheitswurzeltest
Euromarkt
289
Euromarkets
275
EU countries
90
EU-Staaten
90
Yield curve
56
Zinsstruktur
56
USA
54
Geldmarkt
53
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Money market
51
Theorie
48
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48
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40
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40
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37
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37
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35
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34
International financial market
34
Internationaler Finanzmarkt
34
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31
Euro area
30
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30
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26
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26
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24
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23
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19
Währungsderivat
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Interest rate derivative
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Derivat
16
Derivative
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English
5
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Lanne, Markku
2
Saikkonen, Pentti
2
Brooks, Chris
1
Caporale, Guglielmo Maria
1
Gil-Alaña, Luis A.
1
Müller, Ulrich K.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Discussion papers / Department of Economics, University of Helsinki
1
Economic modelling
1
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ECONIS (ZBW)
5
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1
HAC corrections for strongly autocorrelated time series
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10010488557
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2
Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Advances in quantitative analysis of finance and …
5
(
2007
),
pp. 23-50
Persistent link: https://www.econbiz.de/10003575276
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3
Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 282-289
Persistent link: https://www.econbiz.de/10001660384
Saved in:
4
Testing for non-stationarity and cointegration allowing for the possibility of a struktural break : an application to EuroSterling interest rates
Brooks, Chris
;
Rew, Alistair G.
- In:
Economic modelling
19
(
2002
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10001638835
Saved in:
5
Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001529295
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