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Turbulence in financial markets: the surprising explanatory power of simple cascade models
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Turbulence in financial markets: the surprising explanatory power of simple cascade models (2001)Turbulence in financial markets: the surp…Self-referential behaviour, overreaction and conventions in financial markets (2006)Self-referential behaviour, o…Generic multifractality in exponentials of long memory processes (2006)Generic multifractality in ex…Stochastic cellular automata model for stock market dynamics (2004)Stochastic cellular automata …Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)Fractals and Scaling in Finance (1997)On the Modeling of Financial Time Series (2014)Théorie de la spéculation (1900)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Multifractal behavior of the Korean stock-market index KOSPI (2005)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)
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  • 2006Self-referential behaviour, overreaction and conventions in financial markets57 cited
  • 2004Stochastic cellular automata model for stock market dynamics52 cited
  • 2006Generic multifractality in exponentials of long memory processes48 cited

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