Multifractality and long memory of a financial index

  1. Suárez-García, P.
  2. Gómez-Ullate, D.
Revue:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Année de publication: 2014

Volumen: 394

Pages: 226-234

Type: Article

DOI: 10.1016/J.PHYSA.2013.09.038 GOOGLE SCHOLAR