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Article
Title:
A Process-Reconstruction Analysis of Market Fluctuations
Authors:
Rui Vilela Mendes
(
UTL
,
U Bielefeld
)
Ricardo Lima
(
CNRS
)
Tanya Araújo
(
UTL
)
Journal:
International Journal Of Theoretical And Applied Finance
Year:
2002
Volume:
5
Pages:
797-821
JEL code:
G12 - Asset Pricing; Trading volume; Bond Interest Rates
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