Time and Scale Hurst Exponent Analysis for Financial Markets

AuthID
 P-003-YHJ
5
Author(s)
Al Sharkasi, A
·
Crane, M
Tipo de Documento
Article
Year published
2008
Publicado
in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, ISSN: 0378-4371
Volume: 387, Número: 15, Páginas: 3910-3915 (6)
Conference
6Th International Conference on Applications of Physics in Financial Analysis, Date: JUL 04-07, 2007, Location: Lisbon, PORTUGAL
Indexing
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Scopus®
Crossref®67
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Publication Identifiers
SCOPUS: 2-s2.0-42649096636
Wos: WOS:000256408100015
Source Identifiers
ISSN: 0378-4371
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