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Time variation of second moments from a noise trader/infection model

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  • Lux, Thomas

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  • Lux, Thomas, 1997. "Time variation of second moments from a noise trader/infection model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 1-38, November.
    • Handle: RePEc:eee:dyncon:v:22:y:1997:i:1:p:1-38
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