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Stylized Facts of High-Frequency Bitcoin Time Series
The characteristic features related to this anomalous behavior studied in the present paper include heavy tails, which can be described using a $q$-Gaussian distribution and correlations.
The impact of social influence in Australian real-estate: market forecasting with a spatial agent-based model
Housing markets are inherently spatial, yet many existing models fail to capture this spatial dimension.
Stationarity of the detrended price return in stock markets
This paper proposes a governing equation for stock market indexes that accounts for non-stationary effects.
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