Stock market prices and long-range dependence
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Publication:1297904
DOI10.1007/s007800050049zbMath0924.90029OpenAlexW2080713461MaRDI QIDQ1297904
Murad S. Taqqu, Vadim Teverovsky, Walter Willinger
Publication date: 14 September 1999
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050049
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