Improved finite‐sample Hurst exponent estimates using rescaled range analysis
Year: 2007
Type: article
Source: Water Resources Research
DOI: 10.1029/2006wr005111
Author: Khaled H. Hamed
Institution: Sultan Qaboos University
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W1619723947