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Asymmetries in the Conditional Mean and the Conditional Variance: Evidence From Nine Stock Markets

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  • Koutmos, Gregory

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  • Koutmos, Gregory, 1998. "Asymmetries in the Conditional Mean and the Conditional Variance: Evidence From Nine Stock Markets," Journal of Economics and Business, Elsevier, vol. 50(3), pages 277-290, May.
    • Handle: RePEc:eee:jebusi:v:50:y:1998:i:3:p:277-290
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