Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework / Ramaprasad Bhar, Shigeyuki Hamori.
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Economics Letters Elsevier Vol. 82, No. 2 (February 2004). , p. 157-165.
Holdings: Vol. 82, No. 2 (February 2004). , p. 157-165.
Notas al pie del texto.
Bibliografía : p. 164-165.
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