Effect of temporal aggregation on the dynamic relationship of two time series variables
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Publication:4114662
DOI10.1093/biomet/63.3.513zbMath0345.62074MaRDI QIDQ4114662
Publication date: 1976
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/63.3.513
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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