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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Kieler Arbeitspapiere"
~person:"Lanne, Markku"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Kieler Arbeitspapiere
Discussion papers / Department of Economics, University of Helsinki
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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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Reducing size distortions of parametric stationarity tests
Lanne, Markku
;
Saikkonen, Pentti
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2000
Persistent link: https://www.econbiz.de/10001470392
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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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