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Danielsson, Jon ORCID: 0009-0006-9844-7960, Shin, Hyun Song and Zigrand, Jean-Pierre
ORCID: 0000-0002-7784-4231
(2001)
Asset price dynamics with value-at-risk constrained traders.
Financial Markets Group Discussion Papers (394).
Financial Markets Group, The London School of Economics and Political Science, London, UK.