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Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns

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


Book ID
116636175
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
490 KB
Volume
59
Category
Article
ISSN
0148-6195

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