Time-varying Hurst exponent for US stock markets

Title
Time-varying Hurst exponent for US stock markets
Authors
Keywords
-
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 387, Issue 24, Pages 6159-6169
Publisher
Elsevier BV
Online
2008-07-11
DOI
10.1016/j.physa.2008.06.056

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