Self-similarity in financial markets: a fractionally integrated approach (Q611788)
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scientific article; zbMATH DE number 5826700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-similarity in financial markets: a fractionally integrated approach |
scientific article; zbMATH DE number 5826700 |
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Self-similarity in financial markets: a fractionally integrated approach (English)
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14 December 2010
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long memory process
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self-similarity
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fractionally integrated model
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financial time series
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econophysics
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