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Ruggero Gramatica · Study

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Ruggero Gramatica

1 works· latest 2012· 1 institutionscluster: provisionalORCID 0000-0003-4880-5070

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Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series2012 · 146 citations

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Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series

Physica A Statistical Mechanics and its Applications·2012·4 authors·Open access

146citations