The Impact of Imitation on Long Memory in an Order-Driven...

The Impact of Imitation on Long Memory in an Order-Driven Market

Blake LeBaron and Ryuichi Yamamoto
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Volume:
34
Language:
english
Journal:
Eastern Economic Journal
DOI:
10.2307/20642451
Date:
January, 2008
File:
PDF, 1.13 MB
english, 2008
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