Disturbances and complexity in volatility time series
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Publication:1694527
DOI10.1016/J.CHAOS.2017.10.006zbMath1380.91146OpenAlexW2762360192MaRDI QIDQ1694527
Salim Lahmiri, Stelios D. Bekiros
Publication date: 2 February 2018
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2017.10.006
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84) Financial applications of other theories (91G80)
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