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~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Pesaran, M. Hashem"
~subject:"CAPM"
~subject:"Volatilität"
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Exponent of cross-sectional dependence for residuals
Bailey, Natalia
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Kapetanios, George
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Pesaran, M. Hashem
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2018
Persistent link: https://www.econbiz.de/10012583496
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