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Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School

Psaradakis, Zacharias and Sola, M. and Spagnolo, F. (2004) On markov error-correction models, with an application to stock prices and dividends. Journal of Applied Econometrics 19 (1), pp. 69-88. ISSN 0883-7252.

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