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Descriptive statistics of log-returns.

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Figshare2015-12-02 更新2026-04-29 收录
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https://figshare.com/articles/dataset/_Descriptive_statistics_of_log_returns_/938012
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资源简介:
Descriptive statistics of log-returns and the autocorrelation coefficient at the first lag of absolute log-returns () for different , made on 1000 runs of simulation of events.
创建时间:
2015-12-02
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