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~type_genre:"Graue Literatur"
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Search: person:"Neto, David"
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Neto, David
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Estimation and testing for the cointegration rank in a threshold cointegrated system
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926954
Saved in:
2
Testing the "inacti on corridor" in a three-regime TVECM
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926955
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3
Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926957
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4
Moments structure of l 1-stochastic volatility models
Neto, David
;
Sardy, Sylvain
-
2009
Persistent link: https://www.econbiz.de/10003926961
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5
l 1 - penalized likelihood smoothing of volatility processes allowing for abrupt changes
Neto, David
;
Sardy, Sylvain
;
Tseng, Paul
-
2009
Persistent link: https://www.econbiz.de/10003926975
Saved in:
6
Partial cointegration
Krishnakumar, Jayalakshmi
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003598669
Saved in:
7
Testing unit root in threshold cointegration
Krishnakumar, Jayalakshmi
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003288732
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