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~person:"Kurz-Kim, Jeong-Ryeol"
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Kurz-Kim, Jeong-Ryeol
Mittnik, Stefan
253
Paolella, Marc S.
128
Haas, Markus
52
Semmler, Willi
36
Račev, Svetlozar T.
21
Hartz, Christoph
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Polak, Pawel
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Rachev, Svetlozar T.
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10
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9
Yener, Tina
9
Corsi, Fulvio
8
Kim, Jeong-Ryeol
8
Pigorsch, Christian
8
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8
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7
Claessen, Holger
7
Mizrach, Bruce
7
Neumann, Thorsten
7
Paterlini, Sandra
7
Rieken, Sascha
7
Zadrozny, Peter A.
7
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6
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6
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5
Hansen, Gerd
5
Kretschmer, Uta
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Steude, Sven C.
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4
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4
Haider, Alexander
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
6
Econometric theory
1
Economics letters
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Unit root inference in the presence of infinite-variance disturbances
Mittnik, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1996
Persistent link: https://www.econbiz.de/10000955832
Saved in:
2
Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan
;
Kurz-Kim, Jeong-Ryeol
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955839
Saved in:
3
Detecting asymmetries in observed time serien and unobserved disturbances
Kurz-Kim, Jeong-Ryeol
;
Mittnik, Stefan
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955840
Saved in:
4
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
;
Kurz-Kim, Jeong-Ryeol
;
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10000955842
Saved in:
5
Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10001410603
Saved in:
6
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
- In:
Economics letters
58
(
1998
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001233190
Saved in:
7
Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan
- In:
Econometric theory
14
(
1998
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001245314
Saved in:
8
Detecting asymmetries in observed linear time series and unobserved disturbances
Kurz-Kim, Jeong-Ryeol
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
3
,
pp. 131-143
Persistent link: https://www.econbiz.de/10001769628
Saved in:
9
Testing for unit roots in the presence of infinite-variance disturbances
Mittnik, Stefan
;
Račev, Svetlozar T.
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001475941
Saved in:
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