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Multifractal Scaling for Risky Asset Modelling
Taufer, Emanuele, (2012)
Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution.
Taufer, Emanuele, (2007)
On the product limit estimator for long range dependent sequences under chi-square subordination.
Leonenko, Nikolai, (2000)