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Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics (2019)

First Author: Turiel J

Attributed to: Blockchain technology for Algorithmic Regulation And Compliance (BARAC) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1910.08628

Publication URI: https://arxiv.org/abs/1910.08628

Type: Other