Non-stationarity in financial time series: Generic features and tail behavior

Author： Schmitt Thilo A.   Chetalova Desislava   Schäfer Rudi   Guhr Thomas  

Publisher： Edp Sciences

E-ISSN： 1286-4854|103|5|58003-58003

ISSN： 0295-5075

Source： EPL (EUROPHYSICS LETTERS), Vol.103, Iss.5, 2013-10, pp. : 58003-58003

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