BibTex format
@article{Tzouras:2015:10.1016/j.physa.2015.01.031,
author = {Tzouras, S and Anagnostopoulos, C and Mccoy, E},
doi = {10.1016/j.physa.2015.01.031},
journal = {PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS},
pages = {50--68},
title = {Financial time series modeling using the Hurst exponent},
url = {http://dx.doi.org/10.1016/j.physa.2015.01.031},
volume = {425},
year = {2015}
}