Detecting log-periodicity in a regime-switching model of stock returns
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680701689620
Reference44 articles.
1. Bayesian Theory
2. Bayes and Empirical Bayes Methods for Data Analysis, Second Edition
3. Bayesian Markov mixture of normals approach to modeling financial returns
4. A Bayesian analysis of log-periodic precursors to financial crashes
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