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Wong Jian Cheng

1 paper here

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  • first author1

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  • q-fin.GN1

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1 paper

q-fin.GN2009

Macroeconomic Phase Transitions Detected from the Dow Jones Industrial Average Time Series

Wong Jian Cheng, Lian Heng, Cheong Siew Ann

In this paper, we perform statistical segmentation and clustering analysis of the Dow Jones Industrial Average time series between January 1997 and August 2008. Modeling the index…

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