Generic multifractality in exponentials of long memory processes

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Author
Saichev, A.
Sornette, Didier
Date
2006
Type
    Journal Article
Publication status
published
External links
Journal / series
Physical Review E
Volume
74(1)
Pages / Article No.
011111
Publisher
American Physical Society
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)  
Notes
Received 28 February 2006, Published 18 July 2006.
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