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An empirical study on the threshold cointegration of Chinese A and H cross-listed shares
  • ISSN号：0266-4763
  • 期刊名称：Journal of Applied Statistics
  • 时间：2015
  • 页码：2406-2419
  • 相关项目：非线性协整模型的有效估计、检验及其应用
作者： Chen,Haiqiang|Zhu, Yanli|
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