T. Aste
Baruník Jozef
,
Aste T.
,
Di Matteo T.
,
Liu R.
:
Understanding the source of multifractality in financial markets
,
Physica. A : Statistical Mechanics and its Applications vol.391, 17 (2012), p. 4234-4251
[2012]
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DOI:
10.1016/j.physa.2012.03.037