Publication Date:
2013-04-17
Description:
Szuwalski (1) has greatly misinterpreted the principal message of our report (2). We did not claim you could reliably estimate regime shifts for individual stocks. Table 2 in our report (2) clearly shows that the chance of improper assignment of the hypothesis is very high, even when you have a...
Keywords:
Letters
Print ISSN:
0027-8424
Electronic ISSN:
1091-6490
Topics:
Biology
,
Medicine
,
Natural Sciences in General
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