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Browsing by Subject "vector autoregression"

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ThumbnailNumberIssue Date TitleAuthor(s)
FIN-00-03322-Aug-2000 IMPACTS OF TRADES IN AN ERROR-CORRECTION MODEL OF QUOTE PRICESEngle, Robert F.; Patton, Andrew J.
FIN-94-008Jun-1994 Stock Returns, Inflation, and the 'Proxy Hypothesis:' A New Look at the DataBalduzzi, Pierluigi
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