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~person:"White, Halbert"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
~type:"article"
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Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina
;
Swanson, Norman R.
;
White, Halbert
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
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