Conference Papers Year : 2010
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hal-00604504 , version 1 (29-06-2011)

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Khalil Al Dayri, Emmanuel Bacry, J.-F. Muzy. The nature of price returns during periods of high market activity. Econophys-Kolkata V, Jul 2010, Calcuta, India. pp.155, ⟨10.1007/978-88-470-1766-6⟩. ⟨hal-00604504⟩
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