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Journal: Entropy, 2023
Volume: 25
Number: 1257
Article:
Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation
Authors:
by
Tobias Wand, Martin Heßler and Oliver Kamps
Link:
https://www.mdpi.com/1099-4300/25/9/1257
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