Regime switching cointegration tests for the Asian stock index futures: evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX Straits Times indices
Year of publication: |
2008
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Authors: | Chiang, Min-Hsien ; Wang, Jo-Yu |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 40.2008, 1-3, p. 285
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