The Long Memory of the Efficient Market
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Publication:3368350
DOI10.2202/1558-3708.1226zbMath1081.91595arXivcond-mat/0311053OpenAlexW1986437822WikidataQ56689096 ScholiaQ56689096MaRDI QIDQ3368350
J. Doyne Farmer, Fabrizio Lillo
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0311053
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