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The impact of MTSA on investment uncertainly and the persistence of financial return volatility of marine firms

雑誌名 Maritime policy & management
出版社 Taylor ＆ Francis
巻号 Vol.36 No.2
筆者・編者・翻訳者 Anthony C. Homan
記事概要

Introduction
Data and sample
Financial economics and risk
Changes to volatility and kurtosis
Persistence of volatility
Conclusion

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