The log-periodic-AR(1)-GARCH(1,1) model for financial crashes
- 29 February 2008
- journal article
- Published by Springer Science and Business Media LLC in Zeitschrift für Physik B Condensed Matter
- Vol. 61 (3), 355-362
- https://doi.org/10.1140/epjb/e2008-00085-1
Abstract
No abstract availableKeywords
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