Generic multifractality in exponentials of long memory processes

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Author
Saichev, A.
Sornette, D.
Date
2006
Type
  • Journal Article
Publication status
published
External links
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Journal / series
Physical review. E, Statistical, nonlinear, and soft matter physics
Volume
74(1)
Pages
011111
Publisher
American Physical Society
Organisational unit
03738 - Sornette, Didier
Notes
Received 28 February 2006, Published 18 July 2006.
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