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Heterogeneity and the Volatility of Financial Assets (HETEROVOL)

Start date: Apr 1, 2015, End date: Mar 31, 2017,

"The research objectives of the project consist in exploring a new, realistic and parsimonious framework for modeling heterogeneity in economics and in investigating its implications for analyzing the volatility of financial assets. First, in order to develop this framework, a novel approach in economics is proposed based on measure-valued stochastic processes, which are extensively employed in ma ...
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