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~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Ruhr economic papers"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~person:"Chang, Kuang-Liang"
~subject:"Zeitreihenanalyse"
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Chang, Kuang-Liang
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
International review of economics & finance : IREF
Ruhr economic papers
The empirical economics letters : a monthly international journal of economics
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Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
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