Time and scale Hurst exponent analysis for financial markets
作者： José A.O. Matos , Sílvio M.A. Gama , Heather J. Ruskin , Adel Al Sharkasi , Martin Crane
DOI: 10.1016/J.PHYSA.2008.01.060
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摘要: … of the Hurst exponent over all scales. After that time, all the regions of high Hurst exponents … and the background is as expect from a mature market, with the Hurst exponent around 0.5 . …
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