Listar Grau en Economia por autoría "d7a2a8d2-e140-4592-bc21-eedce7c043c8"
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The inconsistency of market efficient hypothesis in financial systems: the appearance of volatility clustering
Cayero Carrón, Ulises Universitat Jaume I (2017)The aim of this work is to present a set of stylized facts emerging in financial markets. It is important to remember that stylized facts are common properties across a wide range of time periods and markets. If one ...