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Buonocore, R. J.
Matteo, T. Di
29
Yakovenko, Victor M.
29
Aste, T.
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Di Matteo, Tiziana
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A cluster driven log-volatility factor model : a deepening on the source of the volatility clustering
Verma, Anshul
;
Buonocore, R. J.
;
Di Matteo, Tiziana
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 981-996
Persistent link: https://www.econbiz.de/10012194736
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On the interplay between multiscaling and stock dependence
Buonocore, R. J.
;
Brandi, Giuseppe
;
Mantegna, Rosario N.
; …
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 133-145
Persistent link: https://www.econbiz.de/10012194859
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