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The Hurst Exponent as an Indicator to Anticipate Agricultural Commodity Prices

Leticia Pérez-Sienes1, Mar Grande1,2, Juan Carlos Losada1

  • 1Grupo de Sistemas Complejos, ETS Ingeniería Agronómica, Alimentaria y de Biosistemas, 28040 Madrid, Spain.

Entropy (Basel, Switzerland)
|May 16, 2023
PubMed

Keywords:
Hurstagri-foodagricultureefficient marketmarketpricestime series

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