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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Tauchen, George Eugene"
~person:"Teräsvirta, Timo"
~subject:"Nonlinear regression"
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Stambaugh, Robert F.
Tauchen, George Eugene
Teräsvirta, Timo
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
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