Stochastic model of financial markets reproducing scaling and memory in volatility return intervals
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Published in Physica A (15.11.2016)
Published in Physica A (15.11.2016)
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Point process model of 1/f noise vs a sum of Lorentzians
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Published in Physical review. E, Statistical, nonlinear, and soft matter physics (01.05.2005)
Published in Physical review. E, Statistical, nonlinear, and soft matter physics (01.05.2005)
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