Testing Models of Low-Frequency Variability
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Publication:3535755
DOI10.3982/ECTA6814zbMath1152.91717MaRDI QIDQ3535755
Mark W. Watson, Ulrich K. Müller
Publication date: 14 November 2008
Published in: Econometrica (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)
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