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accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~subject:"Bootstrap-Verfahren"
~subject:"Structural break"
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Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, Thomas Quistgaard
;
Montes Schütte, Erik Christian
- In:
Journal of empirical finance
58
(
2020
),
pp. 207-225
Persistent link: https://www.econbiz.de/10012430675
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