Different methodologies and uses of the Hurst exponent in econophysics
María de las Nieves López García, José Pedro Ramos Requena
| Alternative title: | Diferentes metodologías y usos del exponente de Hurst en econofísica |
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| Year of publication: |
2019
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| Authors: | Nieves López García, María de las ; Ramos-Requena, J. P. |
| Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 37.2019, 2, p. 107-119
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| Subject: | econophysics | fractal market | models and Hurst exponent | Ökonophysik | Econophysics | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012063553