Stochastic volatility as a simple generator of apparent...

Quantitative Finance 2001 / 06 Vol. 1; Iss. 6

Stochastic volatility as a simple generator of apparent financial power laws and long memory

LeBaron, B.
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Volume:
1
Language:
english
Journal:
Quantitative Finance
DOI:
10.1088/1469-7688/1/6/304
Date:
June, 2001
File:
PDF, 409 KB
english, 2001
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