Spectral financial econometrics
Year of publication: |
2022
|
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Authors: | Bandi, Federico M. ; Tamoni, Andrea |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 38.2022, 6, p. 1175-1220
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Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Ökonometrisches Modell | Econometric model | Finanzmarktökonometrie | Financial econometrics | Ökonometrie | Econometrics |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1017/S0266466622000020 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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