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1
Why does the stock market fluctuate?
Barsky, Robert B.
;
DeLong, James Bradford
-
1992
Persistent link: https://www.econbiz.de/10013419686
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2
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
3
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
4
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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5
Functional weak limit theory for rare outlying events
Georgiev, Iliyan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725653
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6
Does the market value R&D investment by European firms? : Evidence from a panel of manufacturing firms in France, Germany and Italy
Hall, Bronwyn H.
(
contributor
);
Oriani, Raffaele
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023490
Saved in:
7
Rejecting rational expectations in panel data : some new evidence
Ehrbeck, Tilman
-
1992
Persistent link: https://www.econbiz.de/10013419683
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8
Is there consumption risk sharing in the EEC?
Ubide, Angel
-
1994
Persistent link: https://www.econbiz.de/10000898298
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9
Contiguous duration dependence and nonstationarity in job search : some reduced-form estimates
Belzil, Christian
-
1996
Persistent link: https://www.econbiz.de/10000938920
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10
Unobserved components in economic time series
Maravall Herrero, Agustín
-
1993
Persistent link: https://www.econbiz.de/10000889047
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