The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool
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Title
The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool
Authors
Keywords
Hurst exponent, Multiscaling analysis, Stock market, Market forecasting, Econophysics, Complex time-series analysis
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 565, Issue -, Pages 125561
Publisher
Elsevier BV
Online
2020-11-28
DOI
10.1016/j.physa.2020.125561
References
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