J. Antell

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2008

1 EE N. Ahlgren, J. Antell: Bootstrap and fast double bootstrap tests of cointegration rank with financial time series. Computational Statistics & Data Analysis 52(10): 4754-4767 (2008)

2008
1	EE	N. Ahlgren, J. Antell: Bootstrap and fast double bootstrap tests of cointegration rank with financial time series. Computational Statistics & Data Analysis 52(10): 4754-4767 (2008)

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