Work

The Hurst effect under trends

Year: 1983

Type: article

Source: Journal of Applied Probability

DOI: 10.1017/s0021900200023895

Authors: R. N. Bhattacharya, Vijay K. Gupta, Ed Waymire

Institutions: Indiana University, University of Mississippi, Oregon State University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1970102186

FWCI: 16.07

Cites: 16

Cited by: 213

Related to: 10