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Universität zu KölnFachgruppe PhysikTheoretische PhysikAG PortoMarkus Porto

(R34): Autoregressive processes with anomalous scaling behavior: Applications to high-frequency variations of a stock market index

C. Dose, M. Porto, and H.E. Roman, Phys. Rev. E 67, 067103 (2003) (4 pages).

Abstract

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