22 citations · 56 across the 8 of their papers we have counts for
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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…
math.DS2016★ 1 cited
Generalizing Moran's Theorem
M. Fernández-Martínez, Juan L. G. Guirao, M. A. Sánchez-Granero
This work is aimed by the spirit of 1946 Moran's Theorem, which ensures that both the box and the Hausdorff dimensions for any attractor could be calculated as the solution of an e…