Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications
| Year of publication: |
2009
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|---|---|
| Authors: | Diamantopoulos, K. ; Vrontos, I. D. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 35.2009, 1, p. 1-24
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