Stylized facts of financial time series and hidden semi-Markov models
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- Blattberg, Robert C & Gonedes, Nicholas J, 1974. "A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices," The Journal of Business, University of Chicago Press, vol. 47(2), pages 244-80, April.
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89-01, University of Washington, Department of Economics.
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