Microeconomic modeling of financial time series with long term memory

Roy Cerqueti, Giulia Rotundo. Microeconomic modeling of financial time series with long term memory. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 191-198, IEEE, 2003. [doi]

Authors

Roy Cerqueti

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Giulia Rotundo

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