HURST EXPONENTS IN FUTURES EXCHANGE MARKETS (Q3427085)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HURST EXPONENTS IN FUTURES EXCHANGE MARKETS |
scientific article |
Statements
HURST EXPONENTS IN FUTURES EXCHANGE MARKETS (English)
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14 March 2007
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modified rescaled range analysis
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KTB
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multifractal measure
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Hurst exponent
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