most citedA comparison among some Hurst exponent approaches to predict nascent bubbles in company stocks

22 citations · 22 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.ST2016★ 22 cited

A comparison among some Hurst exponent approaches to predict nascent bubbles in company stocks

M. Fernández-Martínez, M. A Sánchez-Granero, María José Muñoz Torrecillas +1

In this paper, three approaches to calculate the self-similarity exponent of a time series are compared in order to determine which one performs best to identify the transition fro…