A switching regression approach to the stationarity of systematic and non-systematic risks: The Hong Kong experience

Applied Financial Economics

Volumn 7, Issue 1, 1997, Pages 45-57

  Cheng, Joseph W ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

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EID: 0002415812     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031097333844     Document Type: Article

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