The log-periodic-AR(1)-GARCH(1,1) model for financial crashes (Q978701)
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scientific article
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| English | The log-periodic-AR(1)-GARCH(1,1) model for financial crashes |
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The log-periodic-AR(1)-GARCH(1,1) model for financial crashes (English)
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25 June 2010
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0.8439461588859558
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0.8137757182121277
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0.810317873954773
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0.8097415566444397
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0.7928363084793091
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