He, Ling-Yun; Chen, Shu-Peng - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 18, pp. 3828-3836
non-Gaussian distributions respectively. We found that multifractality can be mainly attributed to the non-Gaussian … probability distribution and secondarily to the nonlinear temporal correlation mechanism for all the markets, except US soybean …
