Stylized facts of financial time series and hidden semi-Markov models

@article{Bulla2006StylizedFO,
  title={Stylized facts of financial time series and hidden semi-Markov models},
  author={Jan Bulla and Ingo Bulla},
  journal={Computational Statistics & Data Analysis},
  year={2006},
  volume={51},
  pages={2192-2209}
}
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