Is the expression H=1/(3-q) valid for real financial data?
Year of publication: |
2007
|
---|---|
Authors: | Cajueiro, Daniel O. ; Tabak, Benjamin M. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 373.2007, C, p. 593-602
|
Publisher: |
Elsevier |
Subject: | Entropic index | Financial data | Hurst exponent | Long-range dependence |
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