Long-range dependence of time series for MSFT data of the prices of shares and returns (Q3440812): Difference between revisions
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scientific article
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English | Long-range dependence of time series for MSFT data of the prices of shares and returns |
scientific article |
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Long-range dependence of time series for MSFT data of the prices of shares and returns (English)
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29 May 2007
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Hurst parameter
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self-similar time series
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FARIMA time series
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long-range dependence
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MSFT ticker
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