The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect

Published 2010 View Full Article

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Title
The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect
Authors
Keywords
-
Journal
NEW JOURNAL OF PHYSICS
Volume 12, Issue 10, Pages 105003
Publisher
IOP Publishing
Online
2010-10-15
DOI
10.1088/1367-2630/12/10/105003
References
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