Multiscale volatility duration characteristics on financial multi-continuum percolation dynamics
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DOI: 10.1142/S012918311750067X
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- Kirill Ilinski, 1997. "Physics of Finance," Papers hep-th/9710148, arXiv.org.
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Keywords
Nonlinear statistical analysis; volatility duration series; financial multi-continuum percolation dynamics; Zipf distribution; multifractal detrending moving average; statistical physics;All these keywords.
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