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T. Di Matteo, T. Aste and M. M. Dacorogna, “Long-Term Memories of Developed and Emerging Markets: Using the Scaling Analysis to Characterise Their Stage of Development,” Journal of Banking and Finance, Vol. 29, No. 4, 2005, pp. 827-851.
http://dx.doi.org/10.1016/j.jbankfin.2004.08.004

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