Long memory in financial markets: a heterogeneous agent model perspective
Zheng, Min, Liu, Ruipeng and Li, Youwei 2018, Long memory in financial markets: a heterogeneous agent model perspective, International review of financial analysis, vol. 58, pp. 38-51, doi: 10.1016/j.irfa.2018.04.001.
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Long memory in financial markets: a heterogeneous agent model perspective
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