Heterogeneous expectations and long-range correlation of...

Quantitative Finance 2011 / 09 Vol. 11; Iss. 9

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

Coulon, J., Malevergne, Y.
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Volume:
11
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2010.542771
Date:
September, 2011
File:
PDF, 890 KB
english, 2011
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