Time-dependent Hurst exponent in financial time series
Year: 2004
Type: article
Authors: A. Carbone, G. Castelli, H.E. Stanley
Institutions: Politecnico di Torino, Boston University
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed
Funder: National Science Foundation
OpenAlex ID: W2149093093