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Detecting multifractal stochastic processes under heavy-tailed effects. (2014). Leonenko, Nikolai N ; Grahovac, Danijel.
In: Chaos, Solitons & Fractals.
RePEc:eee:chsofr:v:65:y:2014:i:c:p:78-89.

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  2. Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu ; Fu, Xin-Lan.
    In: Papers.
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  47. Multifractal model of asset returns with leverage effect. (2004). Kertesz, J. ; Eisler, Z..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:343:y:2004:i:c:p:603-622.

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  48. Scaling characteristics in the Taiwan stock market. (2004). Wang, Cheng-Cai ; Chuang, Mang ; Ho, Ding-Shun ; Lee, Chung-Kung .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:332:y:2004:i:c:p:448-460.

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  49. Multifractal random walk in copepod behavior. (2001). Schmitt, Francccois G. ; Seuront, Laurent .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:301:y:2001:i:1:p:375-396.

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  50. A characterization of self-affine processes in finance through the scaling function. (). Resta, Marina ; Sciutti, Davide.
    In: Modeling, Computing, and Mastering Complexity 2003.
    RePEc:sce:cplx03:13.

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