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Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility
- 1.BARUNÍK, Jozef, KUKAČKA, Jiří. Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility. Quantitative Finance. 2015, 15(6), 959-973. ISSN 1469-7688. E-ISSN 1469-7696. Available: https://doi.org/10.1080/14697688.2014.950319.
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