Bibliography

T. Di Matteo

Baruník Jozef, Aste T., Di Matteo T., Liu R. : Understanding the source of multifractality in financial markets , Physica. A : Statistical Mechanics and its Applications vol.391, 17 (2012), p. 4234-4251 [2012] Download DOI: 10.1016/j.physa.2012.03.037