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Comparison between volatility return intervals of the S&P 500 index and two common models

I. Vodenska-Chitkushev, F. Z. Wang, P. Weber, K. Yamasaki, S. Havlin and H. E. Stanley

Eur. Phys. J. B, 61 2 (2008) 217-223

DOI: https://doi.org/10.1140/epjb/e2008-00066-4

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