Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns
| Year of publication: |
2007
|
|---|---|
| Authors: | Sun, Wei ; Rachev, Svetlozar ; Fabozzi, Frank J. |
| Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 59.2007, 6, p. 575-595
|
| Publisher: |
Elsevier |