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Time-varying hurst exponent for US stock markets

dc.contributor.authorFernández Anaya, Guillermo
dc.contributor.authorÁlvarez Ramírez, José
dc.contributor.authorÁlvarez, Jesús
dc.contributor.authorRodríguez, Eduardo
dc.creatorFERNANDEZ ANAYA, GUILLERMO; 13526
dc.date.accessioned2018-07-16T22:38:32Z
dc.date.available2018-07-16T22:38:32Z
dc.date.issued2008
dc.identifier.urihttp://ri.ibero.mx/handle/ibero/1690
dc.formatpdf
dc.language.isoeng
dc.relation.urihttps://www.sciencedirect.com/science/article/pii/S0378437108005888
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0
dc.sourcePhysica A: statistical Mechanics and its Applications (ISSN 0378-4371) Vol. 387, Issue 24, 2008. pp. 6159-6169
dc.subject.classificationCIENCIAS FÍSICO MATEMÁTICAS Y CIENCIAS DE LA TIERRA
dc.titleTime-varying hurst exponent for US stock markets
dc.typeArticulo
dc.type.conacytarticle
dc.identificator1
dc.rights.accesopenAccess
dc.identifier.alephFAG_Art_06


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