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%0 Journal Article
%1 Cajueiro2007b
%A Cajueiro, Daniel O.
%A Tabak, Benjamin M.
%D 2007
%J Physica A: Statistical and Theoretical Physics
%K Global Hurst exponents
%P 603--614
%T Long-range dependence and multifractality in the term structure of
LIBOR interest rates
%U http://www.sciencedirect.com/science/article/B6TVG-4K126RK-2/1/4d69cf119e0c7bc15ec1e71a321c165c
%V 373
@article{Cajueiro2007b,
added-at = {2008-04-22T10:36:30.000+0200},
author = {Cajueiro, Daniel O. and Tabak, Benjamin M.},
biburl = {https://www.bibsonomy.org/bibtex/294c80090ee85cf772a99c76980d50b8d/smicha},
day = 01,
description = {Physica A},
interhash = {06d26577a4d5f6547a61023a9bc34f97},
intrahash = {94c80090ee85cf772a99c76980d50b8d},
journal = {Physica A: Statistical and Theoretical Physics},
keywords = {Global Hurst exponents},
month = Jan,
pages = {603--614},
timestamp = {2008-04-22T10:44:16.000+0200},
title = {Long-range dependence and multifractality in the term structure of
LIBOR interest rates},
url = {http://www.sciencedirect.com/science/article/B6TVG-4K126RK-2/1/4d69cf119e0c7bc15ec1e71a321c165c},
volume = 373,
year = 2007
}