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The econometrics of financial markets

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  • Pagan, Adrian

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  • Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
    • Handle: RePEc:eee:empfin:v:3:y:1996:i:1:p:15-102
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