Stylized facts of financial time series and hidden semi-Markov models Nonlinear modelling and financial econometrics
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Published in | Computational statistics & data analysis Vol. 51; no. 4; pp. 2192 - 2209 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Amsterdam
Elsevier Science
2006
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Subjects | |
Online Access | Get full text |
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ISSN: | 0167-9473 1872-7352 |
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