Asymmetric Stationarity in National Stock Market Indices: An MTAR Analysis
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DOI: 10.1086/505252
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- Kian-Ping Lim & Muzafar Shah Habibullah & Melvin J. Hinich, 2009. "The Weak-form Efficiency of Chinese Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 133-163, May.
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