Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
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Publication:665816
DOI10.1007/s10436-007-0078-yzbMath1233.91333OpenAlexW2052185078MaRDI QIDQ665816
Frank J. Fabozzi, Petko S. Kalev, Svetlozar T. Rachev, Wei Sun
Publication date: 6 March 2012
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-007-0078-y
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