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Detecting log-periodicity in a regime-switching model of stock returns
Author(s):
George Chang
,
James Feigenbaum
,
George Chang
,
George Chang
,
G. Chang
,
J Bätzing-Feigenbaum
Publication date:
2008
Journal:
Quantitative Finance
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MoRePaS 2018 - Model Reduction of Parametrized Systems IV
Author and article information
Journal
DOI::
10.1080/14697680701689620
ScienceOpen disciplines:
General physics
,
Applications
,
Statistics
,
Statistical finance
,
Risk management
,
Methodology
,
Physics
,
Economics
Data availability:
ScienceOpen disciplines:
General physics
,
Applications
,
Statistics
,
Statistical finance
,
Risk management
,
Methodology
,
Physics
,
Economics
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