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Taylor and Francis Group, Quantitative Finance, 9(15), p. 1531-1541

DOI: 10.1080/14697688.2015.1004801

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Stylised facts of financial time series and hidden Markov models in continuous time

Journal article published in 2015 by Peter Nystrup, Henrik Madsen ORCID, Erik Lindström
This paper is available in a repository.
This paper is available in a repository.

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