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The Long Memory of the Efficient Market

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01 Jan 04

Citation:

Lillo, F., and J. D. Farmer. 'The Long Memory of the Efficient Market.' Studies in Nonlinear Dynamics & Econometrics 8 (3) article 1 http://www.bepress.com/snde/vol8/iss3/art1 (2004).

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The Long Memory of the Efficient Market

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