Self‐similarity in long‐horizon returns
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Publication:5855960
DOI10.1111/mafi.12269MaRDI QIDQ5855960
Publication date: 23 March 2021
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12269
91G30: Interest rates, asset pricing, etc. (stochastic models)