LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES
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Publication:5696845
DOI10.1142/S0219024903001827zbMath1079.91062OpenAlexW1992637947MaRDI QIDQ5696845
Publication date: 19 October 2005
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024903001827
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Cites Work
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