Detecting log-periodicity in a regime-switching model of stock returns
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Publication:3605233
DOI10.1080/14697680701689620zbMath1154.91435OpenAlexW1967483281MaRDI QIDQ3605233
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Publication date: 23 February 2009
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680701689620
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