Anomalous scaling of stock price dynamics within ARCH-models
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Bibliographic InfoArticle provided by Springer in its journal The European Physical Journal B - Condensed Matter and Complex Systems.
Volume (Year): 21 (2001)
Issue (Month): 2 (May)
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Web page: http://www.springer.com/economics/journal/10051
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- Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi, 2002.
"Traders’ long-run wealth in an artificial financial market,"
Computing in Economics and Finance 2002
301, Society for Computational Economics.
- Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003. "Traders' Long-Run Wealth in an Artificial Financial Market," Computational Economics, Society for Computational Economics, vol. 22(2), pages 255-272, October.
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