Pages that link to "Item:Q4543296"
From MaRDI portal
The following pages link to Hurst exponent analysis of financial time series (Q4543296):
Displaying 15 items.
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- Roughness and finite size effect in the NYSE stock-price fluctuations (Q978842) (← links)
- Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (Q1618468) (← links)
- Hurst exponent estimation of self-affine time series using quantile graphs (Q1619018) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Bayesian approach to Hurst exponent estimation (Q1707059) (← links)
- Statistical analysis of strait time index and a simple model for trend and trend reversal (Q1873970) (← links)
- The rescaled variance statistic and the determination of the Hurst exponent (Q2575901) (← links)
- R/S financial market analysis (Q2811583) (← links)
- HURST EXPONENTS IN FUTURES EXCHANGE MARKETS (Q3427085) (← links)
- Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (Q4676856) (← links)
- Spectral analysis of stock data series and evidence of day-of-the-week effects (Q4789609) (← links)
- R/S analysis of pluviometric records: comparison with numerical experiments (Q5936559) (← links)
- Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient (Q5937005) (← links)
- Time averaging, ageing and delay analysis of financial time series (Q6098635) (← links)
