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Search: subject:"all-pass process"
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all-pass process
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1
Testing for Predictability in a Noninvertible ARMA Model
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
2012
. Data generated by an
all-pass
process
are uncorrelated but, in the non-Gaussian case, dependent and nonlinearly predictable …
Persistent link: https://www.econbiz.de/10010500219
Saved in:
2
Testing for predictability in a noninvertible ARMA model
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
Volkswirtschaftliche Fakultät, …
-
2012
. Data generated by an
all-pass
process
are uncorrelated but, in the non-Gaussian case, dependent and nonlinearly predictable …
Persistent link: https://www.econbiz.de/10009652927
Saved in:
3
Testing for Predictability in a Noninvertible ARMA Model
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
-
2012
. Data generated by an
all-pass
process
are uncorrelated but, in the non-Gaussian case, dependent and nonlinearly predictable …
Persistent link: https://www.econbiz.de/10010571629
Saved in:
4
Testing for linear and nonlinear predictability of stock returns
Lanne, Markus
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 682-705
Persistent link: https://www.econbiz.de/10010233866
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