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A measure of overall statistical dependence based on the entropy concept
Astola, Jaakko - 1983
Persistent link: https://www.econbiz.de/10012877781
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On the long-term stability and cross-country similarity of the factor patterns in the arbitrage pricing model
Yli-Olli, Paavo; Virtanen, Ilkka; Martikainen, Teppo - 1989
Persistent link: https://www.econbiz.de/10000020892