Mixed stable models for analyzing high-frequency financial data (Q2912651)

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scientific article; zbMATH DE number 6082908
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Mixed stable models for analyzing high-frequency financial data
scientific article; zbMATH DE number 6082908

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    14 September 2012
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    high frequency data
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    stable models
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    mixed-stable models
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    financial modeling
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    self-similarity
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    Hurst index
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    Mixed stable models for analyzing high-frequency financial data (English)
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