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~isPartOf:"Journal of applied econometrics"
~person:"Buch, Claudia M."
~person:"Nielsen, Morten Ørregaard"
~subject:"Kointegration"
~subject:"Prognose"
~subject:"Volatilität"
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Buch, Claudia M.
Nielsen, Morten Ørregaard
Hafner, Christian M.
3
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3
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Journal of applied econometrics
Queen's Economics Department working paper
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ECONIS (ZBW)
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Numerical distribution functions of fractional unit root and
cointegration
tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
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2
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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