Multifractality and long memory of a financial index
Suárez-García, Pablo, Gómez-Ullate, DavidVolume:
394
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2013.09.038
Date:
January, 2014
File:
PDF, 768 KB
english, 2014