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Multi-scale correlations in different futures markets

Bartolozzi, M and Mellen, C and Di Matteo, T and Aste, T (2007) Multi-scale correlations in different futures markets. European Physical Journal B , 58 (2) 207 - 220.

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Type:Article
Title:Multi-scale correlations in different futures markets
UCL classification:UCL > School of BEAMS > Faculty of Engineering Science > Computer Science

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