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~isPartOf:"The econometrics journal"
~person:"Nielsen, Morten Ørregaard"
~subject:"Kointegration"
~subject:"Volatilität"
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Nielsen, Morten Ørregaard
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The econometrics journal
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Fully modified narrow-band least squares estimation of weak fractional
cointegration
Nielsen, Morten Ørregaard
;
Frederiksen, Per
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 77-120
Persistent link: https://www.econbiz.de/10009007591
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