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Taro Ikeda
''Fractal analysis revisited: The case of the US industrial sector stocks''
( 2017, Vol. 37 No.2 )
In contrast to earlier studies of long memories, this paper indicates that most of the US industrial sector stocks have the long memories when we consider the structural changes for the Hurst exponents.
Keywords: Fractal geometry, Hurst exponent, long memory
E3 - Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data)
Description of Appendix:

Supplemental Appendix
Manuscript Received : Dec 20 2016 Manuscript Accepted : Apr 09 2017

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