Pages that link to "Item:Q2160923"
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The following pages link to A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923):
Displaying 3 items.
- On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points (Q1619832) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- A statistical test of market efficiency based on information theory (Q6110870) (← links)