Stochastic process with multiplicative structure for the dynamic behavior of the financial market
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DOI: 10.1016/j.physa.2018.08.049
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References listed on IDEAS
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Cited by:
- Xing, Dun-Zhong & Li, Hai-Feng & Li, Jiang-Cheng & Long, Chao, 2021. "Forecasting price of financial market crash via a new nonlinear potential GARCH model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
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