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Brian Lucey

Physics – Physics and Society

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Modelling the term structure of interest rates á la Heath-Jarrow-Morton but with non Gaussian fluctuations

Physics – Condensed Matter – Other Condensed Matter
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Study of the Correlations Between Stocks of Different Markets

Physics – Physics and Society
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The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees

Physics – Physics and Society
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Profile ID: LFWR-SCP-P-218431

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