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                                       Details for article 49 of 95 found articles
 
 
  Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework
 
 
Title: Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework
Author: Vogl, Markus
Appeared in: Chaos, solitons & fractals
Paging: Volume 166 () nr. C pages p.
Year: 2023
Contents:
Publisher: Elsevier Ltd
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 49 of 95 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands