A mean-difference test based on self-normalization for alternating regime index data sets (Q2208629)

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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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