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Cited by

• 2000Hurst analysis of electricity price dynamics114 cited
• 2013Quantification of Long-Range Persistence in Geophysical Time Series: Conventional and Benchmark-Based Improvement Techniques107 cited
• 2000Scaling in the Norwegian stock market97 cited
• 199611 Nonlinear time series, complexity theory, and finance86 cited
• 1978Preservation of the rescaled adjusted range: 2. Simulation studies using Box‐Jenkins Models79 cited
• 2009Unifractality and multifractality in the Italian stock market73 cited
• 2011Are European equity markets efficient? New evidence from fractal analysis68 cited
• 1979Hurst phenomenon as a pre-asymptotic behavior58 cited
• 2007Nonlinear time series analysis of ground-level ozone dynamics in Southern Taiwan57 cited
• 1995R/S Analysis and Long Term Dependence in Stock Market Indices55 cited
• 2007Improved finite‐sample Hurst exponent estimates using rescaled range analysis52 cited
• 2022Point and interval forecasting system for crude oil price based on complete ensemble extreme-point symmetric mode decomposition with adaptive noise and intelligent optimization algorithm32 cited
• 2022Computational intelligence in exchange-rate forecasting27 cited
• 2012When the market becomes inefficient: Comparing BRIC markets with markets in the USA