A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks
Crossref DOI link: https://doi.org/10.1007/s00180-015-0630-6
Published Online: 2015-11-12
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Heymann, Yuri
Text and Data Mining valid from 2015-11-12