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## The Properties Study in Multifractal ProcessAuthor: LiCaiHongTutor: LiuWeiQi School: Shanxi University Course: Probability Theory and Mathematical Statistics Keywords: Multifractal Hurst exponent Local independence Asymptotic Multi-fractal model of asset returns CLC: F830.91 Type: Master's thesis Year: 2011 Downloads: 28 Quote: 0 Read: Download Dissertation ## Abstract
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