- Can one make any crash prediction in finance using the local Hurst exponent idea?
Description
- Title: Can one make any crash prediction in finance using the local Hurst exponent idea?
- Journal title: Physica. A
- Creator: Grech, Dariusz ; Mazur, Zygmunt
- Pages: s. 133-145
- Description: Ref. ; Proceedings of the XVIII Max Born Symposium "Statistical Physics outside Physics", Ladek Zdroj, Poland, 22-25 September 2003. ; Abstr.
- Language of abstract: eng
- Date issued: 2004
- Type: Tekst
- Language: eng
- Has version: http://arxiv.org/abs/cond-mat/0311627
- Detailed object type: art
- Object type: Artykuł
- Location: Vol. 336, iss. 1-2 (2004)