Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series
M. J. Sánchez-Granero, M. Fernández-Martínez, J. E. Trinidad-SegoviaVolume:
85
Language:
english
DOI:
10.1140/epjb/e2012-20803-2
Date:
March, 2012
File:
PDF, 876 KB
english, 2012