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Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Economics letters
82
(
2004
)
2
,
pp. 157-165
Persistent link: https://www.econbiz.de/10001895346
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2
Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Economics letters
82
(
2004
)
2
,
pp. 157-166
Persistent link: https://www.econbiz.de/10006758684
Saved in:
3
Test of C-CAPM for Japan : 1980 - 1988
Hamori, Shigeyuki
- In:
Economics letters
38
(
1992
)
1
,
pp. 67-72
Persistent link: https://www.econbiz.de/10001122975
Saved in:
4
Test of the international equity integration of Japan
Hamori, Shigeyuki
- In:
Economics letters
42
(
1993
)
1
,
pp. 71-76
Persistent link: https://www.econbiz.de/10001149226
Saved in:
5
On the structural stability of preference parameters obtained from Japanese financial market data
Hamori, Shigeyuki
- In:
Economics letters
40
(
1992
)
4
,
pp. 459-464
Persistent link: https://www.econbiz.de/10001151292
Saved in:
6
Testing for a unit root in the presence of a variance shift
Hamori, Shigeyuki
- In:
Economics letters
57
(
1997
)
3
,
pp. 245-253
Persistent link: https://www.econbiz.de/10001231517
Saved in:
7
Random forests-based early warning system for bank failures
Tanaka, Katsuyuki
;
Kinkyō, Takuji
;
Hamori, Shigeyuki
- In:
Economics letters
148
(
2016
),
pp. 118-121
Persistent link: https://www.econbiz.de/10011619980
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