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Volumn 75, Issue 3, 2002, Pages 289-292
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The non-parametric identification of lagged duration dependence
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Author keywords
Identification; Lagged duration dependence; MPH models
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Indexed keywords
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EID: 0036012238
PISSN: 01651765
EISSN: None
Source Type: Journal
DOI: 10.1016/S0165-1765(02)00004-6 Document Type: Article |
Times cited : (6)
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References (10)
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