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Large-Scale Dynamics of Equity Markets of Variable Size - An Empirical Analysis

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Explore a detailed quantitative finance seminar presentation examining the empirical analysis of large-scale dynamics in equity markets with varying sizes, delivered by Martin Larsson from Carnegie Mellon University at the Fields Institute Quantitative Finance Seminar series.

Syllabus

Large-scale dynamics of equity markets of variable size: an empirical analysis

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Fields Institute

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