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Turbulence and finance?
(1996)
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Abstract
Analogies between the price dynamics in the foreign exchange market and
3-dimensional fully developed turbulence were recently presented in Nature vol.
381, 767-769 (1996). Independently, we have carried out a study comparing the
parallel of the dynamical properties of the S&P 500 index and of the time
evolution of a 3-dimensional fully t...More
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