A Gibbs sampling approach to the estimation of linear regression models under daily price limits
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- Andrew W. Lo & Craig A. MacKinlay, .
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"International asset pricing with alternative distributional specifications,"
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- Ma, C.K. & Rao, R.P. & Sears, R.S., 1989. "Volatility, Price Resolution, And The Effectiveness Of Price Limits," Papers t7, Columbia - Center for Futures Markets.
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