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HARVARD Citation
Lin, Y. et al. (2020). A segmented generalized Markov regime-switching model with its application in financial time series data. Journal of statistical computation and simulation. 90 (5), pp. 839-853. [Online].
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Lin, Y. et al. (2020). A segmented generalized Markov regime-switching model with its application in financial time series data. Journal of statistical computation and simulation. 90 (5), pp. 839-853. [Online].