Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles

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Publication:2212816

DOI10.1016/j.chaos.2019.01.040zbMath1448.91283OpenAlexW2921558981MaRDI QIDQ2212816

Xin-Tian Zhuang, Xiong Xiong, Xiao-Li Gong, Xi-Hua Liu

Publication date: 25 November 2020

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2019.01.040





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