Activity autocorrelation in financial markets: A comparative study between several models

Author: Palatella L.   Perelló J.   Montero M.   Masoliver J.  

Publisher: Springer Publishing Company

ISSN: 1434-6028

Source: The European Physical Journal B - Condensed Matter, Vol.38, Iss.4, 2004-04, pp. : 671-677

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