Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes
| Year of publication: |
2008
|
|---|---|
| Authors: | Anh, V.V. ; Leonenko, N.N. |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 11, p. 1274-1282
|
| Publisher: |
Elsevier |