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papers
Publications (2)
q-fin.ST
2012
Understanding the source of multifractality in financial markets
Jozef Barunik, Tomaso Aste, Tiziana Di Matteo +1
q-fin.ST
2007
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence
Ruipeng Liu, T. Di Matteo, Thomas Lux