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Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series
Zbigniew R. Struzik, Arno P.J.M. SiebesVolume:
309
Année:
2002
Langue:
english
Pages:
15
DOI:
10.1016/s0378-4371(02)00552-6
Fichier:
PDF, 460 KB
english, 2002