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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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cond-mat.dis-nn2003

Can One Make Any Crash Prediction in Finance Using the Local Hurst Exponent Idea?

D. Grech, Z. Mazur

We apply the Hurst exponent idea for investigation of DJIA index time-series data. The behavior of the local Hurst exponent prior to drastic changes in financial series signal is a…