Microeconomic Models for Long Memory in the Volatility of Financial Time Series
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Publication:3368284
DOI10.2202/1558-3708.1083zbMath1079.91565OpenAlexW2107875205MaRDI QIDQ3368284
Gilles Teyssière, Alan P. Kirman
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1083
Economic time series analysis (91B84) Special types of economic markets (including Cournot, Bertrand) (91B54)
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