Testing for common autocorrelation features of two scandinavian stock markets
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- John Y. Campbell & Yasushi Hamao, 1989.
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"Co-integration and error correction: Representation, estimation, and testing,"
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- Eva Liljeblom & Marianne Stenius, 1997. "Macroeconomic volatility and stock market volatility: empirical evidence on Finnish data," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 419-426.
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