Multifractal moving average analysis and test of multifractal model with tuned correlations

Published 2011 View Full Article

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Title
Multifractal moving average analysis and test of multifractal model with tuned correlations
Authors
Keywords
-
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 390, Issue 14, Pages 2637-2654
Publisher
Elsevier BV
Online
2011-04-08
DOI
10.1016/j.physa.2011.03.002

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