Multifractality of products of geometric Ornstein-Uhlenbeck-type processes

Title
Multifractality of products of geometric Ornstein-Uhlenbeck-type processes
Authors
Keywords
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Journal
ADVANCES IN APPLIED PROBABILITY
Volume 40, Issue 04, Pages 1129-1156
Publisher
Cambridge University Press (CUP)
Online
2016-07-18
DOI
10.1017/s0001867800002998

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