Estimating system response to a regime shift: some evidence on international asset pricing

Author: Östermark Ralf   Höglund Rune   Saxén Henrik  

Publisher: Emerald Group Publishing Ltd

ISSN: 0368-492X

Source: Kybernetes: The International Journal of Systems & Cybernetics, Vol.28, Iss.6-7, 1999-06, pp. : 732-752

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Abstract