TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY?
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Publication:4662048
DOI10.1142/S0219024904002736zbMath1090.91031OpenAlexW2081814451MaRDI QIDQ4662048
Nicolas Boitout, Loredana Ureche-Rangau
Publication date: 30 March 2005
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024904002736
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