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~isPartOf:"Applied economics letters"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Li, Ming-yuan Leon"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Applied economics letters
Quantitative finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets
Li, Ming-yuan Leon
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 183-191
Persistent link: https://www.econbiz.de/10003822700
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Nonlinear interrelations between ADRs and their underlying stocks revisited : application of threshold VECM
Li, Ming-yuan Leon
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1867-1873
Persistent link: https://www.econbiz.de/10003932657
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