Different methodologies and uses of the Hurst exponent in econophysics
Alternative title: | Diferentes metodologías y usos del exponente de Hurst en econofísica |
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Year of publication: |
2019
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Authors: | Nieves López García, María de las ; Ramos-Requena, J. P. |
Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 37.2019, 2, p. 107-119
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Subject: | econophysics | fractal market | models and Hurst exponent | Ökonophysik | Econophysics | Börsenkurs | Share price | Theorie | Theory | Volatilität | Volatility | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
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