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A multi-dynamic-factor model for stock returns Author info | Abstract | Publisher info | Download info | Related research | Statistics Ng, Victor
Engle, Robert F.
Rothschild, Michael
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 52 (1992)
Issue (Month): 1-2 ()
Pages: 245-266
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Handle: RePEc:eee:econom:v:52:y:1992:i:1-2:p:245-266Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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