Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436)
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scientific article; zbMATH DE number 7459792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory |
scientific article; zbMATH DE number 7459792 |
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Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (English)
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19 January 2022
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Hurst exponent
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fractional differencing parameter
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R/S\_Com
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FELW
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stock market
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