The log-periodic-AR(1)-GARCH(1,1) model for financial crashes
Year of publication: |
2008
|
---|---|
Authors: | Gazola, L. ; Fernandes, C. ; Pizzinga, A. ; Riera, R. |
Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 61.2008, 3, p. 355-362
|
Publisher: |
Springer |
Subject: | 89.65.Gh Economics | econophysics | financial markets | business and management | 02.50.Tt Inference methods | 05.10.-a Computational methods in statistical physics and nonlinear dynamics |
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