Time variation of second moments from a noise trader/infection model (Q1390898)
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scientific article; zbMATH DE number 1177619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time variation of second moments from a noise trader/infection model |
scientific article; zbMATH DE number 1177619 |
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Time variation of second moments from a noise trader/infection model (English)
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22 July 1998
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noise traders
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speculation
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market microstructure
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heteroscedasticity
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