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~isPartOf:"Annals of economics and finance"
~isPartOf:"Economic research"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Li, Yong"
~person:"Stiglitz, Joseph E."
~subject:"Aktienmarkt"
~subject:"Volatility"
~type_genre:"Article in journal"
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Aktienmarkt
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Fabozzi, Frank J.
Lee, Chien-chiang
Li, Yong
Stiglitz, Joseph E.
Zaremba, Adam
4
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Erjavec, Nataša
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ECONIS (ZBW)
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1
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
2
Did the S.A.R.S. epidemic weaken the integration of Asian stock markets? : evidence from smooth time-varying cointegration analysis
Chen, Mei-Ping
;
Lee, Chien-chiang
;
Lin, Yu-Hui
;
Chen, Wen-Yi
- In:
Economic research
31
(
2018
)
1,1
,
pp. 908-926
Persistent link: https://www.econbiz.de/10012488685
Saved in:
3
Modeling volatility for the Chinese equity markets
Fabozzi, Frank J.
;
Tunaru, Radu
;
Wu, Tony
- In:
Annals of economics and finance
5
(
2004
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10002155277
Saved in:
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