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Regime switching model for financial data: Empirical risk analysis
Salhi, Khaled, Deaconu, Madalina, Lejay, Antoine, Champagnat, Nicolas, Navet, NicolasLanguage:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2016.05.002
Date:
May, 2016
File:
PDF, 583 KB
english, 2016