TY  - GEN 
AU  - Sánchez-Granero, M.A
AU  - Fernández-Martínez, M.
AU  - Trinidad Segovia, J.E
PY  - 2012
UR  - http://hdl.handle.net/10835/4866
AB  - In this paper, three new algorithms are introduced in order to explore long memory in financial time series. They are based on a new concept of fractal dimension of a curve. A mathematical support is provided for each algorithm and its accuracy is...
LA  - en
PB  - THE EUROPEAN PHYSICAL JOURNAL
TI  - Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series
DO  - 10.1140/epjb/e2012-20803-2
ER  -