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2008•Physica A Statistical Mechanics and its ApplicationsRequires access

Time-varying Hurst exponent for US stock markets

José Álvarez‐Ramírez, Jesús Álvarez, Eduardo Rodríguez, Guillermo Fernández‐Anaya

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Key concepts: Hurst exponent, Detrended fluctuation analysis, Exponent, Scaling, Stock (firearms), Term (time), Statistical physics, Rescaled range

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