, using the Hurst coefficient as a statistical metric. The results indicated that, generally speaking, the price records …

, using the Hurst coefficient as a statistical metric. The results indicated that, generally speaking, the price records …

The Hurst coefficient and the alpha-stable parameter are useful indicators in the analysis of time series to detect … between the Hurst coefficient and the alpha-stable parameter from theoretical values of normality and absence of self …

Analysis, Temporal Space Entropy, Hurst Coefficient, Lyapunov Exponential and Correlation Dimension support the hypothesis that … prediction techniques in those stock markets. It’s remarkable the result of the Hurst Coefficient Technique, that in average was …