Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent | |
Liu, Jian; Cheng, C.; Yang, Xianglin; Yan, Lizhao; Lai, Yongzeng | |
刊名 | Physica A: Statistical Mechanics and its Applications
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2019 | |
卷号 | 534 |
ISSN号 | 0378-4371 |
DOI | 10.1016/j.physa.2019.122035 |
URL标识 | 查看原文 |
收录类别 | EI |
语种 | 英语 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4239542 |
专题 | 武汉大学 |
推荐引用方式 GB/T 7714 | Liu, Jian,Cheng, C.,Yang, Xianglin,et al. Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent[J]. Physica A: Statistical Mechanics and its Applications,2019,534. |
APA | Liu, Jian,Cheng, C.,Yang, Xianglin,Yan, Lizhao,&Lai, Yongzeng.(2019).Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent.Physica A: Statistical Mechanics and its Applications,534. |
MLA | Liu, Jian,et al."Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent".Physica A: Statistical Mechanics and its Applications 534(2019). |
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