Low-order variability diagrams for short-range correlation evidence in financial data: BGL-USD exchange rate, Dow Jones industrial average, gold ounce price
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- Roy Cerqueti & Giulia Rotundo, 2015. "A review of aggregation techniques for agent-based models: understanding the presence of long-term memory," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1693-1717, July.
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KeywordsLow-order variability diagrams; Short-range correlations and decorrelations; BGL-USD exchange rate; Dow-Jones industrial average; Gold ounce price;
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