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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Engle, Robert F."
~person:"Gil-Alaña, Luis A."
~subject:"United States"
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Forecasting model
Stock market
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Estimation
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Engle, Robert F.
Gil-Alaña, Luis A.
Härdle, Wolfgang
5
Herwartz, Helmut
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Nautz, Dieter
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Breitung, Jörg
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Burda, Michael C.
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Caporale, Guglielmo Maria
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Lanne, Markku
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
CESifo working papers
19
Economics and finance working paper series
15
Discussion paper / Department of Economics, University of California San Diego
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
2
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
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3
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
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4
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
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