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Q3400734 - MaRDI portal

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scientific article

    Statements

    publication date
    5 February 2010
    0 references
    zbMATH Keywords
    long term behavior
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    hysteretic series
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    long memory series
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    mean reverting
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    microstructure
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    91B82
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    62P20
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    zbMATH DE Number
    5666938
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