Long memory and multifractality: A joint test

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	288-294
Journal	Physica A: Statistical Mechanics and its Applications
Volume	451
Early online date	3 Feb 2016
DOIs	https://doi.org/10.1016/j.physa.2015.12.166
Publication status	Published - 1 Jun 2016

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@article{17a2196585a34482b6849c3e710cc3a6,

title = "Long memory and multifractality: A joint test",

author = "John Goddard and Enrico Onali",

year = "2016",

month = jun,

day = "1",

doi = "10.1016/j.physa.2015.12.166",

language = "English",

volume = "451",

pages = "288--294",

journal = "Physica A: Statistical Mechanics and its Applications",

issn = "0378-4371",

publisher = "Elsevier BV",

}

TY - JOUR

T1 - Long memory and multifractality

T2 - A joint test

AU - Goddard, John

AU - Onali, Enrico

PY - 2016/6/1

Y1 - 2016/6/1

U2 - 10.1016/j.physa.2015.12.166

DO - 10.1016/j.physa.2015.12.166

M3 - Article

SN - 0378-4371

VL - 451

SP - 288

EP - 294

JO - Physica A: Statistical Mechanics and its Applications

JF - Physica A: Statistical Mechanics and its Applications

ER -