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Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
Wei Sun, Svetlozar Rachev, Frank J. Fabozzi, Petko S. KalevVolume:
4
Langue:
english
Pages:
25
DOI:
10.1007/s10436-007-0078-y
Date:
March, 2008
Fichier:
PDF, 586 KB
english, 2008