Time-varying hurst exponent for US stock markets

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Date
2008
Author
Fernández Anaya, Guillermo
Álvarez Ramírez, José
Álvarez, Jesús
Rodríguez, Eduardo
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URI
http://ri.ibero.mx/handle/ibero/1690
Fuente
Physica A: statistical Mechanics and its Applications (ISSN 0378-4371) Vol. 387, Issue 24, 2008. pp. 6159-6169
Area de conocimiento
CIENCIAS FÍSICO MATEMÁTICAS Y CIENCIAS DE LA TIERRA
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http://creativecommons.org/licenses/by-nc-nd/4.0
Except where otherwise noted, this item's license is described as http://creativecommons.org/licenses/by-nc-nd/4.0