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9. | Hay, A. P.、Upton, D. E.(1986)。A Shifting Regimes Approach to the Stationarity of the Market Model Parameters of Individual Securities。Journal of Financial and Quantitative Analysis,21(3),307-321。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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