A new combined approach on Hurst exponent estimate and its...

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Physica A: Statistical Mechanics and its Applications 2017 / 11

A new combined approach on Hurst exponent estimate and its applications in realized volatility

Yirong, Huang, Yi, Luo
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Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.11.063
Date:
November, 2017
File:
PDF, 507 KB
english, 2017
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