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- R. Cont, 2001. "Empirical properties of asset returns: stylized facts and statistical issues," Quantitative Finance, Taylor & Francis Journals, vol. 1(2), pages 223-236.
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- Joseph Najnudel & Shen-Ning Tung & Kazutoshi Yamazaki & Ju-Yi Yen, 2024. "An arbitrage driven price dynamics of Automated Market Makers in the presence of fees," Papers 2401.01526, arXiv.org.
- Silva, A. Christian & Prange, Richard E. & Yakovenko, Victor M., 2004.
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Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 227-235.
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