Browse by UCL people
Group by: Type | Date
Number of items: 2.
Article
Dias, FS;
Peters, GW;
(2019)
A Non-parametric Test and Predictive Model for Signed Path Dependence.
Computational Economics
10.1007/s10614-019-09934-7.
(In press).
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Thesis
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Dias, Fabio Silva;
(2021)
Signed path dependence in financial markets: Applications and implications.
Doctoral thesis (Ph.D), UCL (University College London).
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