Detecting log-periodicity in a regime-switching model of stock returns (Q3605233)
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scientific article; zbMATH DE number 5509833
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| English | Detecting log-periodicity in a regime-switching model of stock returns |
scientific article; zbMATH DE number 5509833 |
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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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0.8205181956291199
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0.8177165985107422
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0.8108980655670166
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0.7986326217651367
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0.7760379910469055
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