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Korean Journal of Financial Studies 1999;24(1):1-54.
Published online September 30, 1999.
Fractal Dimension , Fractional Brownian Motion , Long Memory , and FIGARCH : An Enquiry into the Pricing of Securities.
Il King Rhee
쪽거리 , 분수 브라운 운동 , 장기기억 및 분수적분 일반 자기회귀 이분산
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