Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)
Original languageEnglish
Pages (from-to)41 - 44
Number of pages4
JournalApplied Financial Economics Letters
Volume4
Issue number1
DOIs
Publication statusPublished - 2008

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