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type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"Share price"
~subject:"USA"
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Hidden cointegration
Granger, C. W. J.
;
Yoon, Gawon
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2002
Persistent link: https://www.econbiz.de/10001659322
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Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
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2000
Persistent link: https://www.econbiz.de/10001541189
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