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Financial crashes as endogenous jumps: estimation, testing and forecasting

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  • Fernandes, Marcelo

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  • Fernandes, Marcelo, 2006. "Financial crashes as endogenous jumps: estimation, testing and forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 30(1), pages 111-141, January.
    • Handle: RePEc:eee:dyncon:v:30:y:2006:i:1:p:111-141
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