Change point dynamics for financial data: an indexed Markov...

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Change point dynamics for financial data: an indexed Markov chain approach

D’Amico, Guglielmo, Lika, Ada, Petroni, Filippo
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Language:
english
Journal:
Annals of Finance
DOI:
10.1007/s10436-018-0337-0
Date:
October, 2018
File:
PDF, 648 KB
english, 2018
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