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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"TRACE discussion papers / Tinbergen Institute"
~person:"Franses, Philip Hans"
~subject:"Share price"
~subject:"Theory"
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TRACE discussion papers / Tinbergen Institute
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Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank
;
Franses, Philip Hans
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1995
Persistent link: https://www.econbiz.de/10000915606
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