Hurst exponent analysis of financial time series

DOI10.1007/S11741-001-0037-1MaRDI QIDQ4543296zbMATH OpenOpenAlexFDO

Authors Hongwei Sang, Tian Ma, Shuozhong Wang

Publication date 6 October 2002

Published in Journal of Shanghai University (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11741-001-0037-1

zbMATH Keywords

financial time seriesHurst exponentlinear prediction error

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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