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"Multifractality and Long-Range Dependence of Asset returns: the Scaling ..."
Ruipeng Liu, Tiziana di Matteo, Thomas Lux (2008)
- Ruipeng Liu, Tiziana di Matteo
, Thomas Lux:
Multifractality and Long-Range Dependence of Asset returns: the Scaling Behavior of the Markov-Switching Multifractal Model with Lognormal volatility Components. Adv. Complex Syst. 11(5): 669-684 (2008)
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