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How Fama went wrong : measures of multivariate kurtosis for the identification of the dynamics of N-dimensional market

Tanya Araújo, João Dias, Samuel Eleutério & Francisco Louçã
Year of publication:
[2012]
Authors: Araújo, Tanya ; Dias, João ; Eleutério, Samuel ; Louçã, Francisco
Publisher: [Lisbon] : ISEG - School of Economics and Management, Technical University of Lisbon, Department of Economics
freely available
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