An empirical test for parities between m
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Philip Hans Franses; Paul Kofman
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Article
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1991
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John Wiley and Sons
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English
⚖ 480 KB
The authors would like to thank Chris Gilbert; Marius Ooms; Jean-Marie Viaene; seminar participants at the Universities of Tilburg, Groningen, Ceuven, and London; participants at the Fifth Symposium on Money, Banking, Finance, and Insurance in Karlsruhe (December 1990); and two anonymous reviewers f