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Market-crash forecasting based on the dynamics of the alpha-stable distribution
Molina-Muñoz, Jesús, Mora-Valencia, Andrés, Perote, JavierVolume:
557
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2020.124876
Date:
November, 2020
File:
PDF, 2.63 MB
2020