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Heterogeneous expectations and long-range correlation of the volatility of asset returns

✍ Scribed by Coulon, J.; Malevergne, Y.

Book ID: 127377967
Publisher: Taylor and Francis Group
Year: 2011
Tongue: English
Weight: 890 KB
Volume: 11
Category: Article
ISSN: 1469-7688
DOI: 10.1080/14697688.2010.542771

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