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subject:"Volatility"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
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Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781208
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