Skewness, long-time memory, and non-stationarity: Application to leverage effect in financial time series

E-ISSN： 1286-4854|84|2|28001-28001

ISSN： 0295-5075

Source： EPL (EUROPHYSICS LETTERS), Vol.84, Iss.2, 2008-10, pp. : 28001-28001

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