Detecting log-periodicity in a regime-switching model of...

Quantitative Finance 2008 / 10 Vol. 8; Iss. 7

Detecting log-periodicity in a regime-switching model of stock returns

Chang, George, Feigenbaum, James
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Volume:
8
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680701689620
Date:
October, 2008
File:
PDF, 319 KB
english, 2008
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