The DOI matches its Crossref record; 18 of the 18 references it cites were found in a registry or an index.
Some comments on Hurst exponent and the long memory processes on capital markets
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Citations
Cites
Long-Term Storage Capacity of Reservoirs
Hurst, H. E. (1951) · Transactions of the American Society of Civil Engineers · doi:10.1061/taceat.0006518 · Cited by 6,212
Fractal Geometry: Mathematical Foundations and Applications.
Falconer, K. (1990) · Biometrics · doi:10.2307/2532125 · Cited by 5,823
Long-Term Memory in Stock Market Prices
Lo, A. W. (1991) · Econometrica · doi:10.2307/2938368 · Cited by 1,710
Long-term Memory in Stock Market Prices
Lo, A. (1989) · National Bureau of Economic Research · doi:10.3386/w2984 · Cited by 1,433
Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence
Mandelbrot, B. B., & Wallis, J. R. (1969) · Water Resources Research · doi:10.1029/wr005i005p00967 · Cited by 1,063
A non-random walk down Wall Street
(1999) · Choice Reviews Online · doi:10.5860/choice.37-2272 · Cited by 647
Asset Allocation and Individual Risk Aversion
Riley, W. B., & Chow, K. V. (1992) · Financial Analysts Journal · doi:10.2469/faj.v48.n6.32 · Cited by 581
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, R. T., Chung, C., & Tieslau, M. A. (1996) · Journal of Applied Econometrics · Cited by 553
Long memory and persistence in aggregate output
Diebold, F. X., & Rudebusch, G. D. (1989) · Journal of Monetary Economics · doi:10.1016/0304-3932(89)90003-2 · Cited by 541
Mandelbrot, B. B. (1971) · The Review of Economics and Statistics · doi:10.2307/1937966 · Cited by 482
Cited by
The evolution of stock market efficiency over time: A survey of the empirical literature
Lim, K.-P., & Brooks, R. (2011) · Journal of Economic Surveys · doi:10.1111/j.1467-6419.2009.00611.x · Cited by 410
Metadata
- Authors
- Sánchez Granero, M. A., Trinidad Segovia, J. E., & García Pérez, J.
- Venue
- Physica A: Statistical Mechanics and its Applications
- Publisher
- Elsevier BV
- Published
- 2008-09
- Volume
- 387
- Issue
- 22
- Pages
- 5543-5551
- ISSN
- 0378-4371 (ISSN-L)
- OpenAlex
- W1988818196
- Cited by
- 276
- References
- 18
- FWCI
- 8.34
- Type
- journal article
- Language
- en
- Open access
- closed
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- The paper
- Sánchez Granero, M. A., Trinidad Segovia, J. E., & García Pérez, J. (2008). Some comments on Hurst exponent and the long memory processes on capital markets. Physica A: Statistical Mechanics and its Applications. https://doi.org/10.1016/j.physa.2008.05.053
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.