Computations in Economics and Finance (CEF 2010)
Type: | international conference |
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Year: | 2010 |
Participant: | prof. PhDr. Ladislav Krištoufek Ph.D. |
Place: | London, UK |
Paper: | On Hurst exponent estimation under heavy-tailed distributions |
Grants: | GAUK 5183/2010 (118310) Fractality and multi-fractality of financial markets: methods and applications |