Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816)

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Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
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    Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (English)
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    6 March 2012
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    fractal processes
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    point processes
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    self-similarity
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    stable distribution
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    trade duration
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