Scaling behaviors in differently developed markets (Q1873956)

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Scaling behaviors in differently developed markets
scientific article

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    title
    Scaling behaviors in differently developed markets (English)
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    author
    Tiziana Di Matteo
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    Tomaso Aste
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    Michel M. Dacorogna
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    published in
    Physica A
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    publication date
    21 May 2003
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    zbMATH DE Number
    1914399
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    zbMATH Keywords
    Hurst exponent
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    Brownian motion behavior
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