DOI10.1016/S0378-4371(02)01886-1zbMath1072.91556MaRDI QIDQ1873970
Kan Chen, Ciriyam Jayaprakash
Publication date: 21 May 2003 Published in: Physica A (Search for Journal in Brave)
zbMATH Keywords
stock marketHurst exponentdaily closing prices
Mathematics Subject Classification ID
Microeconomic theory (price theory and economic markets) (91B24) Statistical methods; economic indices and measures (91B82)
Cites Work