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Revisiting the multifractality in stock returns and its modeling implications. (2017). Wang, Yudong ; He, Shanshan .
In: Physica A: Statistical Mechanics and its Applications.
RePEc:eee:phsmap:v:467:y:2017:i:c:p:11-20.

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  1. Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability. (2023). Santos, Leandro Dos.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000820.

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  2. Sector-wise analysis of Indian stock market: Long and short-term risk and stability analysis. (2022). Sadhukhan, Poulomi.
    In: Papers.
    RePEc:arx:papers:2210.09619.

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  3. Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600.

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  4. Detrended multifractal characterization of Indian rainfall records. (2021). Mali, Provash ; Sarker, Alivia.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921006512.

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  5. Cross-correlations between price and volume in Chinas crude oil futures market: A study based on multifractal approaches. (2021). Zhang, Hongwei ; Cheng, Hui ; Guo, Yaoqi.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:144:y:2021:i:c:s096007792031033x.

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  6. Low on Trust and High on Risks: Is Sidechain a Good Solution to Bitcoin Problems?. (2019). bouoiyour, jamal ; Hueber, Olivier ; Selmi, Refk.
    In: Working Papers.
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  7. Modeling stock market volatility using new HAR-type models. (2019). Lin, Boqiang ; Gong, XU.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:516:y:2019:i:c:p:194-211.

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  8. Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis. (2018). Shahzad, Syed Jawad Hussain ; Jammazi, Rania ; Hussain, Syed Jawad ; Aloui, Chaker.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:506:y:2018:i:c:p:337-349.

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  9. Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA. (2018). Ruan, Qingsong ; Zhang, Shuhua ; Lv, Dayong ; Yang, Haiquan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:243-256.

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  10. Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:26:y:2018:i:c:p:100-105.

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  11. Long-range memory, distributional variation and randomness of bitcoin volatility. (2018). Bekiros, Stelios ; Lahmiri, Salim ; Salvi, Antonio.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:107:y:2018:i:c:p:43-48.

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  12. Efficiency or speculation? A dynamic analysis of the Bitcoin market. (2018). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat.
    In: Economics Bulletin.
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  46. Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series. (2010). Serinaldi, Francesco.
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    RePEc:eee:eneeco:v:32:y:2010:i:5:p:987-992.

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  48. R/S analysis and DFA: finite sample properties and confidence intervals. (2009). Krištoufek, Ladislav.
    In: MPRA Paper.
    RePEc:pra:mprapa:16446.

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  49. Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range. (2009). Krištoufek, Ladislav.
    In: MPRA Paper.
    RePEc:pra:mprapa:16424.

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  50. Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Wang, Yudong ; Liu, LI ; Gu, Rongbao .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:5:p:271-276.

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