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subject:"Großbritannien"
~accessRights:"restricted"
~person:"She, Rui"
~person:"Tunaru, Diana"
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Großbritannien
Estimation theory
2
Schätztheorie
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United Kingdom
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Cointegration
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Continuous-time models
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Estimation
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She, Rui
Tunaru, Diana
Adesina, Tola
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Arslaner, Ferhat
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Arslaner, Nuran
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Azar, Samih Antoine
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Baillie, Richard
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Bournakis, Ioannis
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Ling, Shiqing
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International review of financial analysis
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Journal of econometrics
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ECONIS (ZBW)
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1
Inference in heavy-tailed vector error correction models
She, Rui
;
Ling, Shiqing
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012439014
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2
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
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