Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (Q1618468): Difference between revisions

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+Cross-correlations between volume change and price change
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+Multiple local Whittle estimation in stationary systems
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+Q3393449
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+Multifractal detrended fluctuation analysis of nonstationary time series
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+.1016/J.PHYSA.2015.02.086
@@ Property / DOI: 10.1016/J.PHYSA.2015.02.086 / rank @@
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@@ Property / Wikidata QID: Q131199874 / rank @@
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