Počet záznamů: 1
On Hurst exponent estimation under heavy-tailed distributions
SYS 0343525 LBL 02203^^^^^2200313^^^450 005 20240111140740.2 014 $a 000280385600015 $2 WOS 014 $a 77955303263 $2 SCOPUS 017 $a 10.1016/j.physa.2010.05.025 $2 DOI 100 $a 20100830d m y slo 03 ba 101 0-
$a eng $d eng 102 $a NL 200 1-
$a On Hurst exponent estimation under heavy-tailed distributions 215 $a 20 s. $c www 463 -1
$1 001 cav_un_epca*0257423 $1 011 $a 0378-4371 $e 1873-2119 $1 200 1 $a Physica. A : Statistical Mechanics and its Applications $v Roč. 389, č. 18 (2010), s. 3844-3855 $1 210 $c Elsevier 610 0-
$a high frequency data analysis 610 0-
$a heavy tails 610 0-
$a Hurst exponent 700 -1
$3 cav_un_auth*0242028 $a Baruník $b Jozef $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Econometrics $4 070 $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0256902 $a Krištoufek $b Ladislav $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Econometrics $4 070 $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $q pdf $u http://library.utia.cas.cz/separaty/2010/E/barunik-0343525.pdf
Počet záznamů: 1