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    author
    Ioannis Andreadis
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    Apostolos Serletis
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    publication date
    4 May 2003
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    Mathematics Subject Classification ID
    93A30
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    93E03
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    91B26
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    zbMATH DE Number
    1824805
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    zbMATH Keywords
    stock exchange dynamics
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    fractional Brownian motion
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    power spectrum
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    coloured noise
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