Hurst exponent analysis of financial time series

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Publication:4543296

DOI10.1007/S11741-001-0037-1zbMATH Open1010.91084OpenAlexW1995496939MaRDI QIDQ4543296FDOQ4543296


Authors: Hongwei Sang, Tian Ma, Shuozhong Wang Edit this on Wikidata


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




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