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- W1878904522 abstract "This article investigates the stability of the covariance- and correlation-matrix of thirty three companies as well as the JSE All Share return index over the period January 1990 - December 2000. Extensive Chi-squared testing suggests that the covariance- and the correlation-matrix of South African stock returns are not stable over time." @default.
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- W1878904522 date "2006-01-01" @default.
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- W1878904522 title "The stability of South African stock returns" @default.
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