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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"Journal of banking & finance"
~person:"Breitung, Jörg"
~person:"Sibbertsen, Philipp"
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Time series analysis
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Koopman, Siem Jan
Breitung, Jörg
Sibbertsen, Philipp
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Nonlinear time series analysis of business cycles
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Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp
;
Wegener, Christoph
;
Basse, Tobias
- In:
Journal of banking & finance
41
(
2014
),
pp. 109-118
Persistent link: https://www.econbiz.de/10010408487
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