Another Look at Large-Cap Stock Return Comovement: A Semi-Markov-Switching Approach
Crossref DOI link: https://doi.org/10.1007/s10614-016-9596-x
Published Online: 2016-06-13
Published Print: 2018-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Deng, Kaihua
License valid from 2016-06-13