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Original Articles

First and second order instability of the Shanghai and Shenzhen share price indices

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Pages 605-608 | Published online: 23 Aug 2006

References

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  • Zivot , E and Andrews , DWK . 1992 . Further evidence on the Great Crash, the Oil-Price Shock, and the unit-root hypothesis . Journal of Business & Economic Statistics , 10 : 251 – 70 .

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