Structural breaks, incomplete information, and stock prices

Timmermann, Allan (2001) Structural breaks, incomplete information, and stock prices. Journal of Business and Economic Statistics, 19 (3). pp. 299-314. ISSN 0735-0015
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Item Type Article
Departments LSE
Date Deposited 18 Nov 2008 14:13
URI https://researchonline.lse.ac.uk/id/eprint/18490

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