Hurst exponent analysis of financial time series (Q4543296)
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scientific article; zbMATH DE number 1780055
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| English | Hurst exponent analysis of financial time series |
scientific article; zbMATH DE number 1780055 |
Statements
Hurst exponent analysis of financial time series (English)
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6 October 2002
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Hurst exponent
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linear prediction error
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financial time series
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0.794974684715271
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0.7928606271743774
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