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Universität zu KölnFachgruppe PhysikTheoretische PhysikAG PortoMarkus Porto

(R21): Anomalous scaling of stock price dynamics within ARCH-models

H.E. Roman, M. Porto, and N. Giovanardi, Eur. Phys. J. B (Rapid Note) 21, 155-158 (2001).

Abstract

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