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Multifractality and Long-range Dependence of Asset Returns : The Scaling Behaviour of the Markov-switching Multifractal Model with Lognormal Volatility Components

Ruipeng LiuTiziana Di MatteoThomas Lux

出版	Kiel Institute for the World Economy (IfW), 2008
URL	http://books.google.com.hk/books?id=KFvTjwEACAAJ&hl=&source=gbs_api