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Liu Y, Gopikrishnan P, Cizeau P, et al. Statistical properties of the volatility of price fluctuations. Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics. 1999;60(2):1390-400doi: 10.1103/physreve.60.1390.
Liu, Y., Gopikrishnan, P., Cizeau, P., Meyer, M., Peng, C. K., & Stanley, H. E. (1999). Statistical properties of the volatility of price fluctuations. Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 60(2), 1390-400. https://doi.org/10.1103/physreve.60.1390
Liu, Y, et al. "Statistical properties of the volatility of price fluctuations." Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics vol. 60,2 (1999): 1390-400. doi: https://doi.org/10.1103/physreve.60.1390
Liu Y, Gopikrishnan P, Cizeau P, Meyer M, Peng CK, Stanley HE. Statistical properties of the volatility of price fluctuations. Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics. 1999 Aug;60(2):1390-400. doi: 10.1103/physreve.60.1390. PMID: 11969899.
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