Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8204909 | Physics Letters A | 2014 | 8 Pages |
Abstract
We conclude the paper with a dynamic study of the Hurst exponent evolution in the S&P500 index stocks.
Related Topics
Physical Sciences and Engineering
Physics and Astronomy
Physics and Astronomy (General)
Authors
M. Fernández-MartÃnez, M.A. Sánchez-Granero, J.E. Trinidad Segovia, I.M. Román-Sánchez,