Different methodologies and uses of the hurst exponent in econophysics
The field of econophysics is still very young and is in constant evolution. One of the great innovations in finance coming from econophysics is the fractal market hypothesis, which contradicts the traditional efficient market hypothesis. From fractal market hypothesis new studies/models have emerg...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://dialnet.unirioja.es/servlet/oaiart?codigo=6963177 |
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