Hurst exponent analysis of financial time series (Q4543296)
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scientific article; zbMATH DE number 1780055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hurst exponent analysis of financial time series |
scientific article; zbMATH DE number 1780055 |
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Hurst exponent analysis of financial time series (English)
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6 October 2002
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Hurst exponent
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linear prediction error
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financial time series
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