Multifractality and long memory of a financial index
- 1 January 2014
- journal article
- Published by Elsevier BV in Physica A: Statistical Mechanics and its Applications
- Vol. 394, 226-234
- https://doi.org/10.1016/j.physa.2013.09.038
Abstract
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This publication has 46 references indexed in Scilit:
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