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Using a mean changing stochastic processes exit-entry model for stock market long-short prediction
Lleo, Sébastien
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Zhitlukhin, M. V.
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Ziemba, William T.
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2021
Persistent link: https://www.econbiz.de/10012520206
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A tale of two indexes : predicting equity market downturns in China
Lleo, Sébastien
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Ziemba, William T.
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2018
Persistent link: https://www.econbiz.de/10012213962
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