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Generalized inverse participation numbers in metallic-mean quasiperiodic systems


  • S. Thiem


  • M. Schreiber


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Suggested Citation

  • S. Thiem & M. Schreiber, 2011. "Generalized inverse participation numbers in metallic-mean quasiperiodic systems," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 83(4), pages 415-421, October.
  • Handle: RePEc:spr:eurphb:v:83:y:2011:i:4:p:415-421
    DOI: 10.1140/epjb/e2011-20323-7

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    References listed on IDEAS

    1. Lux, Thomas, 2008. "The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 194-210, April.
    2. Thomas Lux, 2003. "The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting," Computing in Economics and Finance 2003 14, Society for Computational Economics.
    3. Challet, Damien & Marsili, Matteo & Zhang, Yi-Cheng, 2013. "Minority Games: Interacting agents in financial markets," OUP Catalogue, Oxford University Press, number 9780199686698, June.
    4. Milan MareŇ°, 2005. "Damien Challet, Matteo Marsili, Vi-Cheng Zhang: Minority Games: Interacting agents in financial markets," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 12(22).
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