AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS (Q4502825)
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scientific article; zbMATH DE number 1505306
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English | AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS |
scientific article; zbMATH DE number 1505306 |
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AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS (English)
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4 January 2001
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Stock Market models
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Volatility clustering
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Complex systems
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