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Journal of Applied Statistics Volume 33, 2006 - Issue 7
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Original Articles

CUSUM method in predicting regime shifts and its performance in different stock markets allowing for transaction fees

G. Yi School of Mathematics and Statistics, University of Newcastle upon Tyne, UK
,
S. Coleman Industrial Statistics Research Unit, University of Newcastle upon Tyne, UKCorrespondence[email protected]
&
Q. Ren Industrial Statistics Research Unit, University of Newcastle upon Tyne, UK
Pages 647-661 | Published online: 21 Nov 2006

References

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