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MR2100419 (2005g:91158) 91B84 (62M10 91B28)
Pincus, Steve; Kalman, Rudolf E. Irregularity, volatility, risk, and financial market time series. Proc. Natl. Acad. Sci. USA 101 (2004), no. 38, 13709--13714 (electronic).
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