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Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
In: Post-Print.
RePEc:hal:journl:hal-02000726.

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  1. Patience Is a Virtue: In Value Investing. (2020). Schenk-Hoppé, Klaus ; Hens, Thorsten ; Schenkhoppe, Klaus R.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:20:y:2020:i:4:p:1019-1031.

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  2. Procedural rationality, asset heterogeneity and market selection. (2019). Tavin, Bertrand ; Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-02312310.

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  3. Procedural rationality, asset heterogeneity and market selection. (2019). Coqueret, Guillaume ; Tavin, Bertrand.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:82:y:2019:i:c:p:125-149.

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  45. Behavior of international stock return distributions: A simple test of functional form. (1996). Errunza, Vihang ; Mazumdar, Sumon C. ; Hogan, Kedreth Jr., .
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  46. An evaluation of volatility forecasting techniques. (1996). faff, robert ; Brailsford, Timothy J..
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  47. Trading-round-the clock: Return, volatility and volume spillovers in the Eurodollar futures markets. (1995). Abhyankar, Abhay H..
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  48. Conditional volatility and the informational efficiency of the PHLX currency options market. (1995). xu, xinzhong ; Taylor, Stephen J..
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  49. The Internationalisation of the Pakistani Stock Market: An Empirical Investigation. (1993). Uppal, Jamshed.
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  50. No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns. (1991). Campbell, John ; Hentschel, Ludger.
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