Detecting log-periodicity in a regime-switching model of stock returns (Q3605233): Difference between revisions
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Revision as of 22:00, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting log-periodicity in a regime-switching model of stock returns |
scientific article |
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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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