Detecting macroeconomic phases in the Dow Jones Industrial Average time series
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- Xia, Jianan & Shang, Pengjian & Lu, Dan & Yin, Yi, 2016. "A comprehensive segmentation analysis of crude oil market based on time irreversibility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 104-114.
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More about this item
KeywordsDJI; Macroeconomic cycle; Segmentation; Clustering;
StatisticsAccess and download statistics
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