Distribution switching in financial time series (Q1005213)
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scientific article; zbMATH DE number 5526327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution switching in financial time series |
scientific article; zbMATH DE number 5526327 |
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Distribution switching in financial time series (English)
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9 March 2009
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Bayesian information criterion
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Cauchy distribution
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data-based simulation
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distribution switching
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