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Time and scale Hurst exponent analysis for financial

By Sílvio M. A. Gama C, Heather J. Ruskin D, Adel Al Sharkasi D, Martin Crane D and José A. O. Matos A

Abstract

market

Topics: Key words, Long-term memory processes, Detrended fluctuation analysis, Hurst exponent, Econophysics
Year: 2007
OAI identifier: oai:CiteSeerX.psu:10.1.1.135.7904
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