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J. Batten

2 papers hereh-index 293.5k citations181 works total

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author position
  • first author1
  • middle author1

Across the 2 of 2 papers where every author was matched, so the position is known.

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  • math.ST1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

most citedInformation transfer between stock market sectors: A comparison between the USA and China

31 citations · 31 across the 1 of their papers we have counts for

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Showing math.STShow all

1 paper · 1 filter

math.ST2004

Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market

Jonathan A. Batten, Craig A. Ellis, Warren P. Hogan

The local Hurst exponent, a measure employed to detect the presence of dependence in a time series, may also be used to investigate the source of intraday variation observed in the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.