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Crossing of two mobile averages: A method for measuring the roughness exponent
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References

  • 1994Fractal physiology for physicists: Lévy statistics267 cited

Cited by

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  • 2005Size Effects on Correlation Measures

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67 cited
  • 2012Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket65 cited
  • 2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes32 cited