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Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series
Raffaello Morales, T. Di Matteo, Ruggero Gramatica, Tomaso AsteVolume:
391
Année:
2012
Langue:
english
Pages:
10
DOI:
10.1016/j.physa.2012.01.004
Fichier:
PDF, 1.44 MB
english, 2012