%0 Journal Article %1 Lim2007c %A Lim, Gyuchang %A Kim, SooYong %A Scalas, Enrico %A Kim, Kyungsik %D 2007 %J Physica A: Statistical Mechanics and its Applications %K Detrended analysis fluctuation %N 2 %P 577--585 %T Volatilities, traded volumes, and the hypothesis of price increments in derivative securities %U http://www.sciencedirect.com/science/article/B6TVG-4N919M1-7/1/f42c7830effafd61f908c3f5d48d4a62 %V 382

@article{Lim2007c, added-at = {2008-04-22T10:36:30.000+0200}, author = {Lim, Gyuchang and Kim, SooYong and Scalas, Enrico and Kim, Kyungsik}, biburl = {https://www.bibsonomy.org/bibtex/207d56847ec5a1ad58b5c14c8662493c0/smicha}, day = 15, description = {Physica A}, interhash = {8059ab5487fe2bf1497116734749aafa}, intrahash = {07d56847ec5a1ad58b5c14c8662493c0}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Detrended analysis fluctuation}, month = Aug, number = 2, pages = {577--585}, timestamp = {2008-04-22T10:53:25.000+0200}, title = {Volatilities, traded volumes, and the hypothesis of price increments in derivative securities}, url = {http://www.sciencedirect.com/science/article/B6TVG-4N919M1-7/1/f42c7830effafd61f908c3f5d48d4a62}, volume = 382, year = 2007 }