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~isPartOf:"Annals of finance"
~person:"Fabozzi, Frank J."
~subject:"Organizational change"
~subject:"Risk management"
~subject:"Risk measure"
~subject:"USA"
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Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Annals of finance
4
(
2008
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
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