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Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration

✍ Scribed by Wei Sun; Svetlozar Rachev; Frank J. Fabozzi; Petko S. Kalev


Book ID
106332871
Publisher
Springer
Year
2007
Tongue
English
Weight
586 KB
Volume
4
Category
Article
ISSN
1614-2446

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