A model for stock market returns: non-Gaussian fluctuations and financial factors
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Volume (Year): 30 (2008)
Issue (Month): 4 (May)
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- Charlotte Christiansen, 2007. "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," CREATES Research Papers 2007-05, Department of Economics and Business Economics, Aarhus University.
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" Positive Feedback Investment Strategies and Destabilizing Rational Speculation,"
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- Benoit Mandelbrot, 1963. "New Methods in Statistical Economics," Journal of Political Economy, University of Chicago Press, vol. 71, pages 421.
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