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most citedExploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry

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q-fin.ST2025

Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges

Yifan He, Svetlozar Rachev

This study provides an empirical investigation of long-range dependence (LRD) in financial markets and evaluates the ability of deep generative models to reproduce such temporal st…