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October 15, 2002Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

Fractional Langevin model of memory in financial markets

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SPSergio PicozziBWBruce J. West

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Picozzi et al. (2002) studied this question.

synapsesocial.com/papers/6a9f6f9faccb0daecaf7dfd3https://doi.org/10.1103/physreve.66.046118
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