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Q5498180 - MaRDI portal

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scientific article; zbMATH DE number 6402126
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scientific article; zbMATH DE number 6402126

    Statements

    author
    Lin Xu
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    Ting Xu
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    publication date
    11 February 2015
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    zbMATH Keywords
    log-return rate
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    long-range dependence
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    Hurst exponent
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    fractional Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91G20
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    62P05
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    60G22
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    zbMATH DE Number
    6402126
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