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Empirical realities for a minimal description risky asset model. The need for fractal features

dc.contributor.authorHeyde, C C
dc.contributor.authorLiu, Shuangzhe
dc.date.accessioned2015-12-13T23:27:02Z
dc.date.available2015-12-13T23:27:02Z
dc.identifier.issn0304-9914
dc.identifier.urihttp://hdl.handle.net/1885/93124
dc.publisherKorean Mathematical Society
dc.sourceJournal of the Korean Mathematical Society
dc.titleEmpirical realities for a minimal description risky asset model. The need for fractal features
dc.typeJournal article
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.citationvolume38
dc.date.issued2001
local.identifier.absfor010401 - Applied Statistics
local.identifier.ariespublicationMigratedxPub26463
local.type.statusPublished Version
local.contributor.affiliationHeyde, C C, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationLiu, Shuangzhe, College of Physical and Mathematical Sciences, ANU
local.bibliographicCitation.startpage1047
local.bibliographicCitation.lastpage1059
dc.date.updated2015-12-12T09:48:45Z
CollectionsANU Research Publications

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