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- 2017
-
Mark
Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
(
- Contribution to journal › Article
- 2016
-
Mark
Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation
(
- Contribution to journal › Article
-
Mark
Practical Applications Summary: Regime-Based versus Static Asset Allocation: Letting the Data Speak
(
- Contribution to journal › Article
- 2015
-
Mark
Stylised facts of financial time series and hidden Markov models in continuous time
(
- Contribution to journal › Article