Detecting log-periodicity in a regime-switching model of stock returns (Q3605233): Difference between revisions

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Detecting log-periodicity in a regime-switching model of stock returns
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    Detecting log-periodicity in a regime-switching model of stock returns (English)
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    23 February 2009
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    asset pricing
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    Bayesian analysis
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    log-periodicity
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    econophysics
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    regime-switching
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