"A test of financial time-series data to discriminate among lognormal, ..."

Yuri Heymann (2016)

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DOI: 10.1007/S00180-015-0630-6

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type: Journal Article

metadata version: 2020-06-30

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Yuri Heymann:
A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks. Comput. Stat. 31(4): 1373-1383 (2016)

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