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~isPartOf:"Cambridge working papers in economics"
~subject:"Panel"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
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2019
Persistent link: https://www.econbiz.de/10012699244
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A portmanteau test for correlation in short panels
Jochmans, Koen
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2018
Persistent link: https://www.econbiz.de/10012672305
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What proportion of time is a particular market inefficient? : analysing market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid
;
Satchell, Stephen
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2016
Persistent link: https://www.econbiz.de/10011456022
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