Hurst exponent analysis of financial time series (Q4543296)

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scientific article; zbMATH DE number 1780055
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Hurst exponent analysis of financial time series
scientific article; zbMATH DE number 1780055

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    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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