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Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence

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  • Sarantis, Nicholas

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  • Sarantis, Nicholas, 2001. "Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence," International Journal of Forecasting, Elsevier, vol. 17(3), pages 459-482.
  • Handle: RePEc:eee:intfor:v:17:y:2001:i:3:p:459-482
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