Asymptotic scaling properties and estimation of the generalized Hurst exponents in financial data. (2017)

First Author: Buonocore RJ

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1103/physreve.95.042311

PubMed Identifier: 28505762

Publication URI: http://europepmc.org/abstract/MED/28505762

Type: Journal Article/Review

Volume: 95

Parent Publication: Physical review. E

Issue: 4-1

ISSN: 2470-0045