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A Bayes Inference Approach to Testing Mean Reversion in the Swedish Stock Market. (2000). Graflund, Andreas.
In: Econometric Society World Congress 2000 Contributed Papers.
RePEc:ecm:wc2000:1363.

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  1. Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework. (2004). Hamori, Shigeyuki ; Bhar, Ramaprasad.
    In: Economics Letters.
    RePEc:eee:ecolet:v:82:y:2004:i:2:p:157-165.

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  2. Are the Nordic Stock Markets Mean Reverting?. (2001). Graflund, Andreas.
    In: Working Papers.
    RePEc:hhs:lunewp:2001_015.

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References

References cited by this document

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