Time-varying Hurst exponent for US stock markets

Physica A: Statistical Mechanics and its Applications 2008 Vol. 387; Iss. 24

Time-varying Hurst exponent for US stock markets

Jose Alvarez-Ramirez, Jesus Alvarez, Eduardo Rodriguez, Guillermo Fernandez-Anaya
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Volume:
387
Year:
2008
Language:
english
Pages:
11
DOI:
10.1016/j.physa.2008.06.056
File:
PDF, 1.88 MB
english, 2008
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