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20002007
most citedComparison study of DFA and DMA methods in analysis of autocorrelations in time series

1 citations · 1 across the 3 of their papers we have counts for

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q-fin.ST2007

The Local Fractal Properties of the Financial Time Series on the Polish Stock Exchange Market

D. Grech, G. Pamuła

We investigate the local fractal properties of the financial time series based on the evolution of the Warsaw Stock Exchange Index (WIG) connected with the largest developing finan…