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Scaling and Multiscaling in Financial Markets

Authors: G.Iori

Journal: in Disordered and Complex Systems, ed. P.Sollich et al., AIP Conference Proceedings, Vol 553, 297-302 (2001).

Year: 2001

Status: Book Chapters

Abstract:

Link: http://econpapers.repec.org/paper/wpawuwpfi/0004006.htm

Research Areas

Market Microstructure Models

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