A mean-difference test based on self-normalization for alternating regime index data sets (Q2208629)
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English | A mean-difference test based on self-normalization for alternating regime index data sets |
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A mean-difference test based on self-normalization for alternating regime index data sets (English)
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3 November 2020
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financial crisis
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recession
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self-normalization
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uncertainty index
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volatility spillover index
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