The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market

Grech, Dariusz; Pamuła, Grzegorz

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The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market

Description

Title: The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market
Journal title: Physica. A, Statistical Mechanics and its Applications
Creator: Grech, Dariusz ; Pamuła, Grzegorz
Pages: s. 4299-4308
Description: Zawiera wykresy. ; Zawiera tabele. ; Bibliogr. ; Streszcz. w jęz. ang.
Language of abstract: eng
Date issued: 2008
Type: Tekst
Language: eng
Detailed object type: art
Object type: Artykuł
Location: Vol. 387, iss. 16-17 (2008),s. 4299-4308 : wykr.

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