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Publication:2912651
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zbMath1252.91071MaRDI QIDQ2912651

Edward W. Sun, Igoris Belovas, Audrius Kabašinskas, Leonidas L. Sakalauskas

Publication date: 14 September 2012


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

self-similarityHurst indexhigh frequency datastable modelsfinancial modelingmixed-stable models


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)


Related Items (2)

Multifractal theory with its applications in data management ⋮ A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania







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