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Statistical tests / Mathematical finance / Cointegration / Unit root / Noise / Autoregressive integrated moving average / Phillips–Perron test / Error correction model / Time series / Statistics / Time series analysis / Econometrics
Date: 2012-07-05 15:37:44
Statistical tests
Mathematical finance
Cointegration
Unit root
Noise
Autoregressive integrated moving average
Phillips–Perron test
Error correction model
Time series
Statistics
Time series analysis
Econometrics

http://www.springer.com Contents Part I Theoretical Concepts 1

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