Time-dependent Hurst exponent in financial time series
Top Cited Papers
- 20 July 2004
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 344 (1-2) , 267-271
- https://doi.org/10.1016/j.physa.2004.06.130
Abstract
No abstract availableKeywords
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