Mixture Gaussian Time Series Modeling of Long-Term Market Returns (Q3010446)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixture Gaussian Time Series Modeling of Long-Term Market Returns |
scientific article |
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Mixture Gaussian Time Series Modeling of Long-Term Market Returns (English)
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2 July 2011
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stochastic model
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regime-switching model
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