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Modelling regime-specific stock price volatility

Alexander, C. and Lazar, E. (2009) Modelling regime-specific stock price volatility. Oxford Bulletin of Economics and Statistics, 71 (6). pp. 761-797. ISSN 1468-0084

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To link to this article DOI: 10.1111/j.1468-0084.2009.00563.x


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:18672
Publisher:Blackwell Publishing Ltd

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