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Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Efficient tests for normality, homoscedasticity and serial independence of regression residuals
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The stock market and exchange rate dynamics
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World gold prices and stock returns in China: Insights for hedging and diversification strategies
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Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
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Stock prices and exchange rate dynamics
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Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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Persistence in Variance, Structural Change, and the GARCH Model
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Testing for a Unit Root in Time Series Regression
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Incoming claims: where this work appears in other papers’ reference lists and arguments.

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