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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
subject:"Wechselkurs"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Lanne, Markku"
~subject:"Interest rate"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Discussion papers of interdisciplinary research project 373
1
EUI working paper / ECO
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
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Saikkonen, Pentti
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2002
Persistent link: https://www.econbiz.de/10001668610
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Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
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2000
Persistent link: https://www.econbiz.de/10001528164
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