Testing for bubbles, reflecting barriers and other anomalies
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 12 (1988)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/jedc
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- Li, Minqiang, 2008.
"A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation,"
11185, University Library of Munich, Germany.
- Li, Minqiang, 2010. "A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(2), pages 132-157, February.
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