MULTIFRACTALITY IN ASSET RETURNS: THEORY AND EVIDENCE
| Year of publication: |
2002
|
|---|---|
| Authors: | Calvet, Laurent ; Fisher, Adlai |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 84.2002, 3, p. 381-406
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