Markov regime switching vector autoregressions : implications for the explicability and predictability of Australian financial time series

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Copyright: Harris, Glen R.
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Abstract
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http://hdl.handle.net/1959.4/62528
DOI
https://doi.org/10.26190/unsworks/8094
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Harris, Glen R.
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Publication Year
2001
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Thesis
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PhD Doctorate
UNSW Faculty
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