Terra Cognita

Multiscale behaviour of volatility autocorrelations in a financial market

Licence unknown link only — licence forbids redistribution arxiv

Michele Pasquini, Maurizio Serva (Dip. di Matematica, I.N.F.M., Universit\`a dell'Aquila, Italy)

arXiv preprint (cond-mat.stat-mech, cond-mat.dis-nn, q-fin.ST).

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