Modeling Maximum drawdown Records with Piecewise Deterministic Markov Processe in Capital Markets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Rubilar-Torrealba, Rolando, Fermin, Lisandro, Torres, Soledad
Format:	Preprint
Published:	2025
Subjects:	Risk Management Statistics Theory Applications Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.23221