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~isPartOf:"CREATES research paper"
~source:"econis"
~subject:"Multivariate Analyse"
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CREATES research paper
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT ENGLE, Tim Bollerslev, Jeffrey R. Russell, Mark W. Watson, eds., Chapter 11, pp. 213-230, Oxford University Press, January 2010
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Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku
;
Nyberg, Henri
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2014
Persistent link: https://www.econbiz.de/10010358974
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