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A Cardans discriminant approach to predicting currency crashes. (2007). Fong, Wai Mun ; Koh, Seng Kee ; Chan, Fabrice.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:26:y:2007:i:1:p:131-148.

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  1. Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach. (2016). Park, Sung Y. ; Kim, Myeong Jun ; Li, Haiqi.
    In: International Review of Financial Analysis.
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  2. Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility. (2015). Kukacka, Jiri ; Baruník, Jozef ; Barunik, Jozef.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:6:p:959-973.

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References

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