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Analysis of the long-term relationship between macro-economic variables and the Chinese stock market using heteroscedastic cointegration
Liu, Ming-Hua, (2008)
Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach
Wang, Yongning, (2013)
Analysis of the long‐term relationship between macro‐economic variables and the Chinese stock market using heteroscedastic cointegration
Liu, Ming‐Hua, (2008)