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Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes

✍ Scribed by Rosario N. Mantegna; H.Eugene Stanley

Book ID: 108451902
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 70 KB
Volume: 254
Category: Article
ISSN: 0378-4371
DOI: 10.1016/s0378-4371(98)00020-x

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