The persistent, anti-persistent and the Brownian: A toy model for investigating the connection between Hurst exponent and the emergence of oscillatory behaviour

Author:

Di Vita AORCID

Publisher

Springer Science and Business Media LLC

Subject

General Physics and Astronomy

Reference112 articles.

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3. I Pavithran, V R Unni, A J Varghese, R I Sujith, A Saha, N Marwan and J Kurths, EPL 129, 24004 (2020)

4. H E Hurst, Hydrol. Sci. J. 1, 13 (1956)

5. B Qian and K Rasheed, Hurst exponent and financial market predictability, Proceedings of the 2nd IASTED International Conference on Financial Engineering and Applications (Cambridge, MA, USA, 2004) pp. 203–209

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