Estimating the Hurst parameter in financial time series via heuristic approaches (Q5123511)
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scientific article; zbMATH DE number 7252428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Hurst parameter in financial time series via heuristic approaches |
scientific article; zbMATH DE number 7252428 |
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Estimating the Hurst parameter in financial time series via heuristic approaches (English)
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29 September 2020
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heuristic methodology
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long-range dependence
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Hurst parameter
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quantile regression
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