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Moving average threshold heterogeneous autoregressive (MAT‐HAR) models
Motegi, Kaiji, (2020)
Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis
Xu, Haifeng, (2010)
Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis
Xu, Haifeng, (2012)