Work

The Hurst exponent in energy futures prices

Year: 2007

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2007.02.055

Authors: Apostolos Serletis, Aryeh Adam Rosenberg

Institution: University of Calgary

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: W1965499600

FWCI: 13.87

Cites: 8

Cited by: 78

Related to: 10