Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series M.J. Sánchez-Granero, M. Fernández-Martínez and J.E. Trinidad-Segovia Eur. Phys. J. B, 85 3 (2012) 86 Published online: 05 March 2012 DOI: 10.1140/epjb/e2012-20803-2