Complexity and the Character of Stock Returns: Empirical Evidence and a Model of Asset Prices Based on Complex Investor Learning
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Publication:3116129
DOI10.1287/mnsc.1060.0622zbMath1232.91721MaRDI QIDQ3116129
S. C. Linn, Nicholas S. P. Tay
Publication date: 21 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0886528c21f73a38a5e82162bd100213ab451402
91G70: Statistical methods; risk measures
91B84: Economic time series analysis
68T05: Learning and adaptive systems in artificial intelligence
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