Microeconomic Models for Long-Memory in the Volatility of Financial Time Series

Microeconomic Models for Long-Memory in the Volatility of Financial Time Series (2002)

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by Alan Kirman , Gilles Teyssière

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@MISC{Kirman02microeconomicmodels,
    author = {Alan Kirman and Gilles Teyssière},
    title = {Microeconomic Models for Long-Memory in the Volatility of Financial Time Series },
    year = {2002}
}

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Citations

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