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Contribution

the Abdus Salam ICTP, Miramare - Trieste, Italy - Adriatico Guest House Kastler Lecture Hall

Microscopic models for long ranged volatility correlations

Speakers

  • J-P. BOUCHAUD

Primary authors

  • J-P. BOUCHAUD (C.E.A. - S.P.E.C., Gif-sur-Yvette, France and Science & Finance, Paris, France)