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~person:"Watson, Mark W."
~subject:"Statistical test"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Heteroscedasticity"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Testing models of low-frequency variability
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 979-1016
Persistent link: https://www.econbiz.de/10003765857
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