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~isPartOf:"Annals of financial economics"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"Markov-Kette"
~subject:"Time series analysis"
~subject:"Ökonometrisches Modell"
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Annals of financial economics
Discussion paper / Department of Economics, University of California San Diego
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Multi-step forecast error variances for periodically integrated time series
Franses, Philip Hans
-
1994
Persistent link: https://www.econbiz.de/10000891993
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2
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
;
Franses, Philip Hans
;
Haldrup, Niels
-
1995
Persistent link: https://www.econbiz.de/10000930725
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3
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000937862
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This time it is different! : or not? : discounting past data when predicting the future
Franses, Philip Hans
;
Janssens, Eva
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011931141
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