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]
@article{DingLLH21,
title = {Optimal Setting for Hurst Index Estimation and Its Application in Chinese Stock Market},
author = {Liang Ding and Yi Luo and Yan Lin and Yirong Huang},
year = {2021},
doi = {10.1109/ACCESS.2021.3090219},
url = {https://doi.org/10.1109/ACCESS.2021.3090219},
researchr = {https://researchr.org/publication/DingLLH21},
cites = {0},
citedby = {0},
journal = {IEEE Access},
volume = {9},
pages = {93315-93330},
}