Pages that link to "Item:Q1304363"
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The following pages link to A critical look at Lo's modified \(R/S\) statistic. (Q1304363):
Displayed 14 items.
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Note on bandwidth selection in testing for long range dependence. (Q1853704) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Testing for long-range dependence in world stock markets (Q2425502) (← links)
- Tests of long memory: a bootstrap approach (Q2575452) (← links)
- ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC (Q3023915) (← links)
- Multi-scaling in finance (Q3439863) (← links)
- Temporal Aggregation and Bandwidth selection in estimating long memory (Q3505325) (← links)
- Why Aggregate Long Memory Time Series? (Q3539877) (← links)
- Statistical properties of detrended fluctuation analysis (Q3589964) (← links)
- SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET (Q3606402) (← links)
- ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (Q4653043) (← links)
- The use of Hurst and effective return in investing (Q5697331) (← links)