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~isPartOf:"Journal of applied econometrics"
~person:"Teräsvirta, Timo"
~subject:"Time series analysis"
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Journal of applied econometrics
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Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 217-244
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