Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents
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- Taisei Kaizoji, 2010.
"Stock volatility in the periods of booms and stagnations,"
EERI Research Paper Series
EERI_RP_2010_07, Economics and Econometrics Research Institute (EERI), Brussels.
- Kaizoji, Taisei, 2010. "Stock volatility in the periods of booms and stagnations," MPRA Paper 23727, University Library of Munich, Germany.
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