Optimal Setting for Hurst Index Estimation and Its Application in Chinese Stock Market

Liang Ding, Yi Luo, Yan Lin, Yirong Huang. Optimal Setting for Hurst Index Estimation and Its Application in Chinese Stock Market. IEEE Access, 9:93315-93330, 2021. [doi]

Authors

Liang Ding

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Yi Luo

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Yan Lin

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Yirong Huang

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