Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns
Year of publication: |
2007
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Authors: | Sun, Wei ; Rachev, Svetlozar ; Fabozzi, Frank J. |
Published in: |
Journal of economics and business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757x. - Vol. 59.2007, 6, p. 575
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