Vector equilibrium correction models with non‐linear discontinuous adjustments (Q3023043)

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Vector equilibrium correction models with non‐linear discontinuous adjustments
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    Statements

    title
    Vector equilibrium correction models with non‐linear discontinuous adjustments (English)
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    author
    Frédérique Bec
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    Anders Rahbek
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    publication date
    4 July 2005
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    zbMATH Keywords
    cointegration
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    term structure
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    Identifiers

    zbMATH DE Number
    2185924
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