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20172025
most citedEconophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables

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q-fin.ST2020

Volatility Depends on Market Trades and Macro Theory

Victor Olkhov

We consider the randomness of market trade as the origin of price and return stochasticity. We look at time series of trade values and volumes as random variables during the averag…