The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange
| Year of publication: |
2003
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|---|---|
| Authors: | Ammermann, Peter A. ; Patterson, Douglas M. |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 13434202. - Vol. 11.2003, 2, p. 175-196
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