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~isPartOf:"Econometric Institute research papers"
~person:"Leij, Marco van der"
~person:"Rodrigues, Paulo M. M."
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"Ökonometrisches Modell"
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Leij, Marco van der
Rodrigues, Paulo M. M.
Franses, Philip Hans
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A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
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2005
Persistent link: https://www.econbiz.de/10003179654
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A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, Paulo M. M.
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783901
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