Applying the Inclan-Tsiao breakpoint algorithm in the search for the flight-to-safety phenomenon
Year of publication: |
2010
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Authors: | Smith, Kenneth ; Brocato, Joe |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 20.2010, 5, p. 371-381
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