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~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~person:"Koop, Gary"
~person:"Maravall Herrero, Agustín"
~person:"Timmermann, Allan"
~subject:"Time series analysis"
~subject:"Volatilität"
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A flexible approach to parametric inference in nonlinear time series models
Koop, Gary
(
contributor
);
Potter, Simon M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003519806
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary
;
Potter, Simon M.
-
1999
Persistent link: https://www.econbiz.de/10001398335
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