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person:"Lanne, Markku"
subject:"USA"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Capital income"
~type_genre:"Graue Literatur"
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USA
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Lanne, Markku
Gil-Alaña, Luis A.
4
Härdle, Wolfgang
3
Nautz, Dieter
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Boehmer, Ekkehart
2
Burda, Michael C.
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Caporale, Guglielmo Maria
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Herwartz, Helmut
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Saikkonen, Pentti
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Spokojnyj, Vladimir G.
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Teyssière, Gilles
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Weder, Mark
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Bell, David R.
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Boztuğ, Yasemin
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Breitung, Jörg
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Brüggemann, Ralf
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Lepskii, Oleg V.
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Lillestøl, Jostein
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers / Department of Economics, University of Helsinki
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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EUI working paper / ECO
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CREATES research paper
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ECONIS (ZBW)
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Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
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2
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001528164
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