No label defined (Q4501720)
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scientific article; zbMATH DE number 1500695
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|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1500695 |
Statements
16 November 2000
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financial asset returns
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long-term dependence
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fractional Brownian motion
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Merton
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0.8073094487190247
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0.79827481508255
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0.7852320671081543
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