Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience
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DOI: 10.1057/s41599-023-01836-2
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- Fei Lu & Feng Ma & Elie Bouri, 2024. "Stock market volatility predictability: new evidence from energy consumption," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-17, December.
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