Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds
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Publication:3607873
DOI10.1002/asmb.688zbMath1164.91019OpenAlexW4243287827MaRDI QIDQ3607873
Adrian Pizzinga, Luciano Vereda, Cristiano Fernandes, Rodrigo Atherino
Publication date: 28 February 2009
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.688
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