Some comments on Hurst exponent and the long memory processes on capital markets

标题
Some comments on Hurst exponent and the long memory processes on capital markets
作者
关键词
-
出版物
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 387, Issue 22, Pages 5543-5551
出版商
Elsevier BV
发表日期
2008-06-08
DOI
10.1016/j.physa.2008.05.053

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