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~isPartOf:"Journal of empirical finance"
~isPartOf:"Macroeconomic dynamics"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
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Kointegration
Nichtparametrisches Verfahren
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Swanson, Norman R.
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Journal of empirical finance
Macroeconomic dynamics
Working papers / Rutgers University, Department of Economics
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Forecasting volatility using double shrinkage methods
Cheng, Mingmian
;
Swanson, Norman R.
;
Yang, Xiye
- In:
Journal of empirical finance
62
(
2021
),
pp. 46-61
Persistent link: https://www.econbiz.de/10012693319
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2
Tests of nonnested hypotheses in nonstationary regressions with an application to modeling industrial production
Chao, John C.
;
Swanson, Norman R.
- In:
Macroeconomic dynamics
4
(
2000
)
1
,
pp. 42-72
Persistent link: https://www.econbiz.de/10001497768
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