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~isPartOf:"Journal of financial markets"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Markov Regime-Switching GARCH"
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Markov Regime-Switching GARCH
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Ankündigungseffekt
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Journal of financial markets
International review of economics & finance : IREF
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Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
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