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~institution:"London School of Economics and Political Science"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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On characterizations od spectral density matrices by cross validated log likelihood criterion
Matsuda, Yasumasa
(
contributor
); …
-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144601
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