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Extreme value analysis of return time series : stock market volatility and its possible causes revisited
Pericli, Andreas Neophytou
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1993
Persistent link: https://www.econbiz.de/10000902614
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The asymmetric relation between margin requirements and stock market volatility across bull and bear markets
Hardouvelis, Gikas A.
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1997
Persistent link: https://www.econbiz.de/10013424729
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