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• George Tauchen

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Paper provided by Chicago - Graduate School of Business in its series Papers with number 88-60.

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Length: 64 pages
Date of creation: 1988
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Handle: RePEc:fth:chicbu:88-60

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Keywords: exchange rate ; evaluation techniques;

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1. Jonathan Manton & Anton Muscatelli & Vikram Krishnamurthy & Stan Hurn, . "Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise," Working Papers 9806, Department of Economics, University of Glasgow. [Downloadable!]

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This page was last updated on 2009-10-24.