A high-order Markov-switching model for risk measurement

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Publication:980081

DOI10.1016/j.camwa.2008.10.099zbMath1189.91084OpenAlexW2020825797MaRDI QIDQ980081

J. Martínez

Publication date: 28 June 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.10.099



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