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Items where Author is "Nielsen, MØ"

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Cavaliere, G and Nielsen, MØ and Taylor, AMR (2015) 'Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets.' Journal of Econometrics, 187 (2). 557 - 579. ISSN 0304-4076

This list was generated on Tue Aug 11 07:19:48 2020 BST.