On a universal mechanism for long-range volatility correlations (Q61033408)

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article published in 2001
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On a universal mechanism for long-range volatility correlations
article published in 2001

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    On a universal mechanism for long-range volatility correlations (English)
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    J-P. Bouchaud
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    M. Mzard
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    February 2001
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    1
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    2
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    212-216
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