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Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
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2017
Persistent link: https://www.econbiz.de/10011751367
Saved in:
2
Macroeconomic impact of the risk-taking channel : evidence from SVAR with nonnormal residuals
Puonti, Päivi
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2015
Persistent link: https://www.econbiz.de/10010507696
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3
Gaussian mixture vector autoregression
Kalliovirta, Leena
;
Meitz, Mika
;
Saikkonen, Pentti
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2014
Persistent link: https://www.econbiz.de/10010438222
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4
Rational speculators, contrarians and excess volatility
Matthijs, Lof
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2012
Persistent link: https://www.econbiz.de/10009680660
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