Measuring the self-similarity exponent in Lévy stable processes of financial time series
Fernández-Martínez, M., Sánchez-Granero, M.A., Trinidad Segovia, J.E.Volume:
392
Langue:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2013.06.026
Date:
November, 2013
Fichier:
PDF, 2.60 MB
english, 2013