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type_genre:"Non-commercial literature"
~type_genre:"Article in journal"
~institution:"European University Institute / Department of Economics"
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A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
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2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
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Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S.
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003651568
Saved in:
3
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003365687
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4
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
5
ELEVEN: tests needed for a recommendation
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003266648
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