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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Kim, Chang-Jin"
~subject:"Ankündigungseffekt"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Japan"
~subject:"Volatilität"
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Kim, Chang-Jin
Nelson, Charles R.
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Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
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