Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges

Fuente: arXiv

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Bibliographic Details
Main Authors:	He, Yifan, Rachev, Svetlozar
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2509.19663