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List of works by Aleksejus Kononovicius

Consentaneous agent-based and stochastic model of the financial markets ⬇️

scientific article

Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes

scientific article published in 2022

Stochastic model of financial markets reproducing scaling and memory in volatility return intervals ⬇️

article

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