Spurious Mean-Reversion of Stock Prices in the State-Space Model
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1994 ◽
Vol 20
(2)
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pp. 143-148
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2005 ◽
Vol 50
(02)
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pp. 175-196
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2019 ◽
Vol 32
(1)
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2006 ◽
Vol 420
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pp. 151-156
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2010 ◽
Vol 40-41
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pp. 27-33
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2009 ◽
Vol 10
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pp. 117-138
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