Shi-Hao, Ma (2009) Crossover Phenomena in Detrended Fluctuation Analysis Used in Financial Markets. Communications in Theoretical Physics, 51 (2). 358-362 doi:10.1088/0253-6102/51/2/34
| Reference Type | Journal (article/letter/editorial) | ||
|---|---|---|---|
| Title | Crossover Phenomena in Detrended Fluctuation Analysis Used in Financial Markets | ||
| Journal | Communications in Theoretical Physics | ||
| Authors | Shi-Hao, Ma | Author | |
| Year | 2009 (February) | Volume | 51 |
| Issue | 2 | ||
| Publisher | IOP Publishing | ||
| DOI | doi:10.1088/0253-6102/51/2/34Search in ResearchGate | ||
| Generate Citation Formats | |||
| Mindat Ref. ID | 8975766 | Long-form Identifier | mindat:1:5:8975766:6 |
| GUID | 0 | ||
| Full Reference | Shi-Hao, Ma (2009) Crossover Phenomena in Detrended Fluctuation Analysis Used in Financial Markets. Communications in Theoretical Physics, 51 (2). 358-362 doi:10.1088/0253-6102/51/2/34 | ||
| Plain Text | Shi-Hao, Ma (2009) Crossover Phenomena in Detrended Fluctuation Analysis Used in Financial Markets. Communications in Theoretical Physics, 51 (2). 358-362 doi:10.1088/0253-6102/51/2/34 | ||
| In | (2009, February) Communications in Theoretical Physics Vol. 51 (2) IOP Publishing | ||
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