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Forecasting market turbulence using regime-switching models
Hauptmann, Johannes, Hoppenkamps, Anja, Min, Aleksey, Ramsauer, Franz, Zagst, RudiVolume:
28
Langue:
english
Journal:
Financial Markets and Portfolio Management
DOI:
10.1007/s11408-014-0226-0
Date:
May, 2014
Fichier:
PDF, 4.11 MB
english, 2014