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Journal: Entropy, 2014
Volume: 16
Number: 567
567-581
Article: Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric
Authors: Gianbiagio Curato and Fabrizio Lillo
Link: https://www.mdpi.com/1099-4300/16/1/567

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