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Skewness, long-time memory, and non-stationarity: Application to leverage effect in financial time series
Roman, H. E., Porto, M., Dose, C.Volume:
84
Language:
english
Journal:
EPL (Europhysics Letters)
DOI:
10.1209/0295-5075/84/28001
Date:
October, 2008
File:
PDF, 579 KB
english, 2008