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Leverage causes fat tails and clustered volatility
Thurner, Stefan
;
Farmer, J. Doyne
;
Geanakoplos, John
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2010
Persistent link: https://www.econbiz.de/10003925360
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Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B.
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1999
Persistent link: https://www.econbiz.de/10001389305
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