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Drobetz, Wolfgang and Wegmann, Patrick. (2002) Mean Reversion on Global Stock Markets. Swiss Journal of Economics and Statistics, 138 (3). pp. 215-239.

Wegmann, Patrick and Portmann, Thomas. (1998) Lower Partial Moments und Value-at-Risk: Eine Synthese. Finanzmarkt und Portfolio Management, 12 (3). pp. 326-341.

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