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Some comments on Hurst exponent and the long memory processes on capital markets

✍ Scribed by M.A. Sánchez Granero; J.E. Trinidad Segovia; J. García Pérez

Book ID: 108236943
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 463 KB
Volume: 387
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2008.05.053

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