Heavy-tail driven by memory
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References listed on IDEAS
- JosE Fajardo & Ernesto Mordecki, 2006. "Symmetry and duality in Levy markets," Quantitative Finance, Taylor & Francis Journals, vol. 6(3), pages 219-227.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-15 (All new papers)
- NEP-ETS-2012-02-15 (Econometric Time Series)
- NEP-UPT-2012-02-15 (Utility Models & Prospect Theory)
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