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Huang, Charles; Wong, Sharon; Tang, Don; Liu, Ming - In: The journal of fixed income 8 (1999) 4, pp. 55-66

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Chow, Ying-Foon; Liu, Ming - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 341-368

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Liu, Ming - In: Journal of econometrics 99 (2000) 1, pp. 139-172

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