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A causality-in-variance test and its application to financial market prices

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Author Info
Cheung, Yin-Wong
Ng, Lilian K.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-3VVVRV1-2/2/59114bc7424fd6381382728c4b6674b8
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 72 (1996)
Issue (Month): 1-2 ()
Pages: 33-48
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Handle: RePEc:eee:econom:v:72:y:1996:i:1-2:p:33-48

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Web page: http://www.elsevier.com/locate/jeconom

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