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Search: subject_exact:"Cointegration"
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ECONIS (ZBW)
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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen
-
2018
Persistent link: https://www.econbiz.de/10011994459
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2
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
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3
Essays on fractional filters and co-integration
Carlini, Federico
-
2017
Persistent link: https://www.econbiz.de/10011818419
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4
On factor analysis with long-range dependence
Rodríguez Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011817415
Saved in:
5
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
6
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
Saved in:
7
Three essays on challenges in international trade and finance
Lindenberg, Nannette
-
2011
Persistent link: https://www.econbiz.de/10009554661
Saved in:
8
Essays in international macroeconomics and monetary policy
Chen, Qianying
-
2011
Persistent link: https://www.econbiz.de/10008989566
Saved in:
9
Essays on money demand and monetary policy transmission in Europe
Rondorf, Ulrike
-
2011
Persistent link: https://www.econbiz.de/10009412188
Saved in:
10
Essays on Bayesian model averaging using economic time series
Kleijn, Richard Hugo
-
2016
Persistent link: https://www.econbiz.de/10011415305
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