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Lattice-oriented percolation system applied to volatility behavior of stock market

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References

2011Introduction to Stochastic Calculus Applied to Finance639 cited
2000Introduction to Mathematical Finance343 cited
2001Long‐term memory in stock market returns: international evidence197 cited
1999The Econometric Modelling of Financial Time Series192 cited
2009Forecasting model of global stock index by stochastic time effective neural network151 cited
1998Crossover in the Cont–Bouchaud percolation model for market fluctuations146 cited

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