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~isPartOf:"Economic modelling"
~person:"Ardia, David"
~person:"Chang, Kuang-Liang"
~person:"Ma, Feng"
~person:"Velinov, Anton"
~subject:"ARCH model"
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Do macroeconomic variables have regime-dependent effects on stock return dynamics? : evidence from the Markov regime switching model
Chang, Kuang-Liang
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1283-1299
Persistent link: https://www.econbiz.de/10003923540
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