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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Granger, C. W. J."
~person:"Kim, Chang-Jin"
~subject:"Canada"
~subject:"Share price"
~subject:"USA"
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Granger, C. W. J.
Kim, Chang-Jin
Nelson, Charles R.
4
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3
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3
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2
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Journal of empirical finance
Discussion paper / Department of Economics, University of California San Diego
5
Macroeconomic dynamics
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The review of economics and statistics
2
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1
Applied economics
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DAE working paper
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ECONIS (ZBW)
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1
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
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2
A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
Saved in:
3
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
4
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
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