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Korean Journal of Financial Studies 1997;20(1):105-138.
Published online February 28, 1997.
The Study on the Sereal Correlation and the Conditional Heteroscedasticity of the Stock Return in Korea Stock Market
Jung Do Lee, Young Kyu Ahn
한국증권시장에서 주식수익율의 시계열상관과 (時系列相關) 조건부 분산
이정도, 안영규
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