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Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei
;
Rachev, Svetlozar
;
Fabozzi, Frank
;
Kalev, Petko
- In:
Annals of Finance
4
(
2008
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10005673948
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