Keywords: Fractal structure
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Journal Articles
Review of Economics and Political Science (2020) 5 (2): 94–115.
Published: 03 February 2020
..., excess volatility, clustered volatility, power-law tails, persistent autocorrelation in absolute returns and fractal structure. Practical implications Artificial models linking micro to macro behavior facilitate exploring the effect of different fiscal and monetary policies. The results of imposing...

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