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Time and Scale Hurst Exponent Analysis for Financial Markets
AuthID
P-003-YHJ
5
Author(s)
Matos, JAO
·
Gama, SMA
·
Ruskin, HJ
·
Al Sharkasi, A
·
Crane, M
Document Type
Article
Year published
2008
Published
in
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,
ISSN: 0378-4371
Volume: 387, Issue: 15, Pages: 3910-3915 (6)
Conference
6Th International Conference on Applications of Physics in Financial Analysis,
Date:
JUL 04-07, 2007,
Location:
Lisbon, PORTUGAL
Indexing
Wos
®
Scopus
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Crossref
®
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®
Metadata
Sources
Publication Identifiers
DOI
:
10.1016/j.physa.2008.01.060
SCOPUS
: 2-s2.0-42649096636
Wos
: WOS:000256408100015
Source Identifiers
ISSN
: 0378-4371
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