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Levy models and long correlations applied to the study of exchange traded funds.
M. C. Mariani
J. D. Libbin
K. J. Martin
E. Ncheuguim
M. P. Beccar Varela
V. Kumar Mani
C. A. Erickson
Delia J. Valles-Rosales
Published in:
Int. J. Comput. Math. (2009)
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