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Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets. (2014). Gunay, Samet.
In: IJFS.
RePEc:gam:jijfss:v:2:y:2014:i:4:p:315-334:d:41741.

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  1. Portfolio strategy of International crude oil markets: A study based on multiwavelet denoising-integration MF-DCCA method. (2019). Dai, Yimin ; Wei, YU ; Tang, Yong ; Zhu, Pengfei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119314414.

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  2. Value at risk (VaR) analysis for fat tails and long memory in returns. (2017). Gunay, Samet.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:7:y:2017:i:2:d:10.1007_s40822-017-0067-z.

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  57. Co-movement of Australian State Business Cycles. (2004). Norman, David ; Walker, Thomas.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2004-09.

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  58. Domestic and international influences on business cycle regimes in Europe. (2004). Sensier, Marianne ; Osborn, Denise ; artis, michael ; Birchenhall, Chris.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:2:p:343-357.

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  59. Booms and slumps in world commodity prices. (2002). McDermott, Christopher ; Cashin, Paul ; Scott, Alasdair .
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:69:y:2002:i:1:p:277-296.

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  60. Comparison of regime switching, probit and logit models in dating and forecasting US business cycles. (2001). Katsuura, Masaki ; Layton, Allan P..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:17:y:2001:i:3:p:403-417.

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  61. A further test of the influence of leading indicators on the probability of US business cycle phase shifts. (1998). Layton, Allan P..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:14:y:1998:i:1:p:63-70.

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  62. Dating and predicting phase changes in the U.S. business cycle. (1996). Layton, Allan P..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:12:y:1996:i:3:p:417-428.

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  63. Forecasting with vector autoregressive (VAR) models subject to business cycle restrictions. (1995). Simkins, Scott.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:11:y:1995:i:4:p:569-583.

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