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subject:"National income"
subject:"Time series analysis"
~isPartOf:"Journal of empirical finance"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
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Gupta, Rangan
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Journal of empirical finance
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Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
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