Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory
type: Item
instance of: scholarly article
title: Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory
author: Liang Ding
author: Yi Luo
author: Yan Lin
author: Yirong Huang
published in: Physica A
publication date: 2022-01-19T00:00:00Z
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7459792
zbMATH Keywords: Hurst exponent
zbMATH Keywords: fractional differencing parameter
zbMATH Keywords: R/S\_Com
zbMATH Keywords: FELW
zbMATH Keywords: stock market
MaRDI profile type: Publication
full work available at URL: j.physa.2020.125603
OpenAlex ID: W3108962448
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DOI: 10.1016/J.PHYSA.2020.125603
description: scientific article; zbMATH DE number 7459792