The origins of multifractality in financial time series and the effect of extreme events
Crossref DOI link: https://doi.org/10.1140/epjb/e2014-50064-x
Published Online: 2014-06-11
Published Print: 2014-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Green, Elena
Hanan, William
Heffernan, Daniel
Text and Data Mining valid from 2014-06-01