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Jan G. De Gooijer
Information about the author Jan G. De Gooijer will soon be added to the site.
Found
2 papers
in total
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Asymmetries in conditional mean and variance: modelling stock returns by asMAasQGARCH
2004
We propose a nonlinear time series model where both the conditional mean and the...
Forecasting threshold cointegrated systems
2004
The cointegration literature suggests that forecast errors may be reduced by...
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