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Turing Finance | May 30, 2017

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Lo and MacKinlay Archives - Turing Finance

Stock Market Prices Do Not Follow Random Walks

February 8, 2016 | | 23 Comments

Because volatility seems to cluster in real life as well as the markets, it has been a while since my last article. Sorry about that. Today we will be taking our first giant leap along A Non-Random Walk down Wall Street.

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