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subject:"Bootstrap-Verfahren"
~isPartOf:"Economic modelling"
~person:"Cheung, Adrian Wai Kong"
~subject:"Asien"
~subject:"Börsenkurs"
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Bootstrap-Verfahren
Asien
Börsenkurs
(Nonlinear) unit root test
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Cheung, Adrian Wai Kong
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Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je
;
Cheung, Adrian Wai Kong
;
Roca, Eduardo
- In:
Economic modelling
36
(
2014
),
pp. 161-171
Persistent link: https://www.econbiz.de/10010412382
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