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The log-periodic-AR(1)-GARCH(1,1) model for financial crashes

L. Gazola, C. Fernandes, A. Pizzinga and R. Riera

Eur. Phys. J. B, 61 3 (2008) 355-362

DOI: https://doi.org/10.1140/epjb/e2008-00085-1

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