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Optimal buying at the global minimum in a regime switching model

Bibliographic Data

ID11285305
AuthorsAijun Yang (0000-0002-0447-7493, Nanjing Forestry University), Yue Liu (0000-0001-8357-1332, Nanjing University of Finance and Economics, corresponding author), Ju Xiang (0000-0002-3045-5706, Southern University of Science and Technology, corresponding author), Hongqiang Yang, Hong-Qiang Yang (0000-0002-6598-2936, Nanjing Forestry University)
Year2016
Volume84
Pages50-55
Publication date2016-11-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueMathematical Social Sciences (JOURNAL)
Journal identifiersISSN: 0165-4896 • E-ISSN: 1879-3118
PublisherElsevier BV (PUBLISHER)
DOI10.1016/j.mathsocsci.2016.08.005
OpenAlexW2512651533
LanguageEN
References cited18

Econometrics · Economics · Microeconomics · Computer Science · Economic theories and models · Financial Risk and Volatility Modeling · Stochastic processes and financial applications

  • A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

    James D Hamilton•Econometrica•1989

Citation velocityhistorical
Highly citedNo

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Ethnos_APP • Open Source Project • MIT License • Frontend v2.0.0 • Privacy and Cookies • API Documentation: api.ethnos.app/docs • API Source Code: GitHub • DOI: 10.5281/zenodo.17049435 • Frontend Source Code: GitHub • DOI: 10.5281/zenodo.17050053 • cruz.rio.br • Expectantes Misericordiae