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Title
Multivariate rescaled range analysis
Authors
Keywords
Econophysics, Rescaled range analysis, Hurst exponent, Multivariate, Dow Jones financial market, Seismic activity
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 589, Issue -, Pages 126631
Publisher
Elsevier BV
Online
2021-11-28
DOI
10.1016/j.physa.2021.126631
References
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