Terra Cognita

Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to financial speculation

Licence unknown link only — licence forbids redistribution arxiv

Y. Malevergne (Univ. Nice/CNRS), D. Sornette (Univ. Nice/CNRS, UCLA)

arXiv preprint (cond-mat.stat-mech, nlin.AO, q-fin.ST).

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