%0 Journal Article %1 Carbone2004a %A Carbone, A. %A Castelli, G. %A Stanley, H. E. %D 2004 %J Physica A: Statistical Mechanics and its Applications %K Time-series analysis %N 1-2 %P 267--271 %T Time-dependent Hurst exponent in financial time series %U http://www.sciencedirect.com/science/article/B6TVG-4CX0YJC-8/1/fc0c38d65ac54c48276c766111489a8b %V 344

@article{Carbone2004a, added-at = {2008-04-22T10:36:30.000+0200}, author = {Carbone, A. and Castelli, G. and Stanley, H. E.}, biburl = {https://www.bibsonomy.org/bibtex/206b01998ee7eefde5f1158be545fea71/smicha}, day = 01, description = {Physica A}, interhash = {d3331c16523cb95991f1da922d00f258}, intrahash = {06b01998ee7eefde5f1158be545fea71}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Time-series analysis}, month = Dec, number = {1-2}, pages = {267--271}, timestamp = {2008-04-22T10:44:34.000+0200}, title = {Time-dependent Hurst exponent in financial time series}, url = {http://www.sciencedirect.com/science/article/B6TVG-4CX0YJC-8/1/fc0c38d65ac54c48276c766111489a8b}, volume = 344, year = 2004 }