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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal The European Journal of Finance.
Volume (Year): 7 (2001)
Issue (Month): 4 ()
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- Gourieroux, Christian & Monfort, Alain, 1992.
"Qualitative threshold ARCH models,"
Journal of Econometrics,
Elsevier, vol. 52(1-2), pages 159-199.
- Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February.
- Vasicek, Oldrich A, 1973. "A Note on Using Cross-Sectional Information in Bayesian Estimation of Security Betas," Journal of Finance, American Finance Association, vol. 28(5), pages 1233-39, December.
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